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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2559</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7272</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3637</title>
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          <isin value="US36202EBE86"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <maturityDt>2034-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0593</title>
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          <isin value="US3132DMUS24"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS2955</title>
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          <isin value="US3138WCH971"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1447</title>
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          <isin value="US36179NTC29"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0818</title>
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          <isin value="US31417Y4C85"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7638</title>
        <cusip>3138WHPY2</cusip>
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          <isin value="US3138WHPY21"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745097</title>
        <cusip>31403CX22</cusip>
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          <isin value="US31403CX221"/>
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        <balance>66049.04000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889883</title>
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          <isin value="US31410KUG74"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02581</title>
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          <isin value="US3128M4FW82"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP6583</title>
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          <isin value="US3140KEJ586"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08369</title>
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          <isin value="US3128MJMT49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91876</title>
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          <isin value="US312940CM95"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91403</title>
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          <isin value="US3128P7RY11"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3956</title>
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          <isin value="US31418DME93"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02682</title>
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          <isin value="US3128M4J389"/>
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        <balance>17964.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91301</title>
        <cusip>3128P7NS8</cusip>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>GN 723430</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4559</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04877</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0180</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BQ3004</title>
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          <isin value="US3140KNKS67"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8004</title>
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          <isin value="US3132DV3M54"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08682</title>
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          <isin value="US3128MJXL93"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB8997</title>
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          <isin value="US31417F7K81"/>
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          <maturityDt>2028-04-01</maturityDt>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18587</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E09002</title>
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          <isin value="US31294UAB98"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725946</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 2.5 12/21</title>
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          <isin value="US01F0224C67"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782379</title>
        <cusip>36241KUC0</cusip>
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          <isin value="US36241KUC07"/>
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        <balance>41958.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47953.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT2090</title>
        <cusip>3132AEKB1</cusip>
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          <isin value="US3132AEKB10"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3442</title>
        <cusip>3140X6ZG9</cusip>
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          <isin value="US3140X6ZG96"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3853</title>
        <cusip>36202EH69</cusip>
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          <isin value="US36202EH692"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2044</title>
        <cusip>36179QHV6</cusip>
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          <isin value="US36179QHV68"/>
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        <balance>279937.51000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4299</title>
        <cusip>3140J8X57</cusip>
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          <isin value="US3140J8X570"/>
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        <balance>3548080.03800000</balance>
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        <curCd>USD</curCd>
        <valUSD>3716487.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7248</title>
        <cusip>3138WHBS0</cusip>
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          <isin value="US3138WHBS09"/>
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        <balance>1341385.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1443860.90000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2197</title>
        <cusip>31418BNP7</cusip>
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          <isin value="US31418BNP75"/>
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        <balance>558853.14300000</balance>
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        <curCd>USD</curCd>
        <valUSD>590048.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781603</title>
        <cusip>36225BX86</cusip>
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          <isin value="US36225BX860"/>
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        <balance>121518.37000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783024</title>
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          <isin value="US36241LLD63"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3867</title>
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          <isin value="US31417AJM27"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02998</title>
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          <isin value="US3128M4UX90"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q15774</title>
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          <isin value="US3132J62G86"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
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          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU1650</title>
        <cusip>3138X0ZQ4</cusip>
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          <isin value="US3138X0ZQ45"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3711</title>
        <cusip>3140J8DR1</cusip>
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          <isin value="US3140J8DR13"/>
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        <balance>754702.95000000</balance>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WLQ95"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-08-20</maturityDt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4465</title>
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          <isin value="US31418D6B37"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04343</title>
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          <isin value="US3128M6EQ71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 955803</title>
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          <isin value="US31413UKQ12"/>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US36225A2B56"/>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FP833"/>
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        <name>Freddie Mac Gold Pool</name>
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          <isin value="US3128MAEL95"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM5808</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G06072</title>
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          <isin value="US3128M8CH56"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VTW09"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14660</title>
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          <isin value="US3128MDMH31"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15454</title>
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          <isin value="US3128MEH797"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5024</title>
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          <isin value="US3140J9SN27"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18611</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254693</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179MQQ68"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A94611</title>
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          <isin value="US312943DQ30"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A87580</title>
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          <isin value="US312934M583"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3500</title>
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          <isin value="US36202D3H29"/>
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        <curCd>USD</curCd>
        <valUSD>159883.68000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08677</title>
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          <isin value="US3128MJXF26"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1J0471</title>
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          <isin value="US3128LUQY51"/>
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        <curCd>USD</curCd>
        <valUSD>21562.66000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4688</title>
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          <isin value="US3132A5F598"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06025</title>
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          <isin value="US3128M8A207"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4078</title>
        <cusip>31418DQ88</cusip>
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          <isin value="US31418DQ882"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3900</title>
        <cusip>31417AKN8</cusip>
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          <isin value="US31417AKN80"/>
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        <balance>297503.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>311382.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4380</title>
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          <isin value="US31418D2N11"/>
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        <balance>7938513.41410000</balance>
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        <curCd>USD</curCd>
        <valUSD>8259713.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB9839</title>
        <cusip>31417G4Z6</cusip>
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          <isin value="US31417G4Z69"/>
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        <balance>1580867.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1694667.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00712</title>
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          <isin value="US31292GYH37"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3611</title>
        <cusip>3140J8AM5</cusip>
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          <isin value="US3140J8AM52"/>
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        <balance>605923.22000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 603679</title>
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          <isin value="US36200KUC97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5530</title>
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          <isin value="US36179UEB44"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08693</title>
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          <isin value="US3128MJXX32"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC0187</title>
        <cusip>3140EUF53</cusip>
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          <isin value="US3140EUF534"/>
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        <balance>386357.32000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725228</title>
        <cusip>31402CVV1</cusip>
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          <isin value="US31402CVV17"/>
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        <balance>552862.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>632776.84000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08588</title>
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      <invstOrSec>
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        <title>FG Q15308</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08081</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5026</title>
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          <isin value="US3133KYSP50"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX7566</title>
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          <isin value="US3138Y9MQ80"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08856</title>
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          <isin value="US3128MJ5S50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890707</title>
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          <isin value="US31410LR468"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1175</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06008</title>
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          <isin value="US3128M8AH74"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AA5350</title>
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          <isin value="US36178C5K59"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745515</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36225FF611"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4439</title>
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          <isin value="US31418D4Z23"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782835</title>
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          <isin value="US36241LEG77"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05661</title>
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          <isin value="US3128M7TS55"/>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3135</title>
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          <isin value="US3138WCPV94"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00632</title>
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          <isin value="US31292GVZ61"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03613</title>
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          <isin value="US31292LAN55"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FN 254739</title>
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          <isin value="US31371K4Y46"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5383</title>
        <cusip>3140X86V4</cusip>
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          <isin value="US3140X86V40"/>
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        <curCd>USD</curCd>
        <valUSD>2928724.80000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781840</title>
        <cusip>36241KBH0</cusip>
        <identifiers>
          <isin value="US36241KBH05"/>
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        <balance>450507.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>513661.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890386</title>
        <cusip>31410LF31</cusip>
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          <isin value="US31410LF315"/>
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        <curCd>USD</curCd>
        <valUSD>3028.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 1.5 12/21</title>
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          <isin value="US01F0126C58"/>
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        <balance>6225000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03531</title>
        <cusip>31292K4Q7</cusip>
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          <isin value="US31292K4Q77"/>
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        <curCd>USD</curCd>
        <valUSD>274614.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995372</title>
        <cusip>31416BW95</cusip>
        <identifiers>
          <isin value="US31416BW953"/>
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        <balance>79260.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87030.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91619</title>
        <cusip>3128P7YQ0</cusip>
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          <isin value="US3128P7YQ04"/>
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        <balance>1266758.55000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4333</title>
        <cusip>31418DY71</cusip>
        <identifiers>
          <isin value="US31418DY712"/>
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        <balance>29847733.18600000</balance>
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        <curCd>USD</curCd>
        <valUSD>30360994.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5077</title>
        <cusip>3140X8UB1</cusip>
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          <isin value="US3140X8UB11"/>
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        <balance>1669907.96710000</balance>
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        <curCd>USD</curCd>
        <valUSD>1736241.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2522</title>
        <cusip>36179QYT2</cusip>
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          <isin value="US36179QYT20"/>
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        <balance>410072.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>442660.24000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5991</title>
        <cusip>3140X9UR4</cusip>
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          <isin value="US3140X9UR46"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1584</title>
        <cusip>31418AXN3</cusip>
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          <isin value="US31418AXN35"/>
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          <maturityDt>2033-09-01</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 784106</title>
        <cusip>3622A2R38</cusip>
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          <isin value="US3622A2R381"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0698</title>
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          <isin value="US31417YX449"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E03048</title>
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          <isin value="US31294ML582"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-02-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC0048</title>
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          <isin value="US3140EUBS75"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 728979</title>
        <cusip>3620AF2L0</cusip>
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          <isin value="US3620AF2L00"/>
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        <balance>87882.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91598.27000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <title>FN AB3395</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889505</title>
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          <isin value="US31410KGN81"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1389</title>
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          <isin value="US3140X4RK43"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO7977</title>
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          <isin value="US3138LY2K28"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3988</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190360</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4065</title>
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          <isin value="US3140X7QT91"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5985</title>
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          <isin value="US36179UUJ95"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1027</title>
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          <isin value="US31418AD969"/>
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        <balance>1088543.42000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132A5GA75"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7500</title>
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          <isin value="US3132DVKM62"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254869</title>
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          <isin value="US31371LCE74"/>
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        <balance>1000201.76000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0499</title>
        <cusip>3132DMRU1</cusip>
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          <isin value="US3132DMRU17"/>
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        <balance>964962.97640000</balance>
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        <curCd>USD</curCd>
        <valUSD>1019361.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5027</title>
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          <isin value="US3133KYSQ34"/>
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        <curCd>USD</curCd>
        <valUSD>234117.20000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91581</title>
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          <isin value="US3128P7XJ79"/>
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        <balance>3110372.81000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP6546</title>
        <cusip>3140KEHY7</cusip>
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          <isin value="US3140KEHY73"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3373</title>
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          <isin value="US3140X6XB28"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BK5546</title>
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          <isin value="US3617J6ET76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-15</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08675</title>
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          <isin value="US3128MJXD77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08727</title>
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          <isin value="US3128MJYZ70"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2550</title>
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          <isin value="US3140X5ZQ95"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q25103</title>
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          <isin value="US3132M5KQ43"/>
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        <balance>20763.49000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02703</title>
        <cusip>31294MAC5</cusip>
        <identifiers>
          <isin value="US31294MAC55"/>
        </identifiers>
        <balance>61259.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64382.08000000</valUSD>
        <pctVal>0.000382525240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH0827</title>
        <cusip>3138A14M0</cusip>
        <identifiers>
          <isin value="US3138A14M07"/>
        </identifiers>
        <balance>10160.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10733.44000000</valUSD>
        <pctVal>0.000063772585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4016</title>
        <cusip>31418DPA4</cusip>
        <identifiers>
          <isin value="US31418DPA45"/>
        </identifiers>
        <balance>12586393.13220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13000013.48000000</valUSD>
        <pctVal>0.077239400791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD4184</title>
        <cusip>31418RUJ8</cusip>
        <identifiers>
          <isin value="US31418RUJ84"/>
        </identifiers>
        <balance>107556.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120780.28000000</valUSD>
        <pctVal>0.000717614367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4727</title>
        <cusip>3132A5HC2</cusip>
        <identifiers>
          <isin value="US3132A5HC23"/>
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        <balance>406173.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439073.62000000</valUSD>
        <pctVal>0.002608749857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0934</title>
        <cusip>31418ABC1</cusip>
        <identifiers>
          <isin value="US31418ABC18"/>
        </identifiers>
        <balance>51011.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53380.64000000</valUSD>
        <pctVal>0.000317160336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9578</title>
        <cusip>3138ERUC2</cusip>
        <identifiers>
          <isin value="US3138ERUC20"/>
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        <balance>92714.81020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100591.33000000</valUSD>
        <pctVal>0.000597661999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190340</title>
        <cusip>31368HLV3</cusip>
        <identifiers>
          <isin value="US31368HLV32"/>
        </identifiers>
        <balance>167009.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191100.55000000</valUSD>
        <pctVal>0.001135421282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G31003</title>
        <cusip>3132J4KR9</cusip>
        <identifiers>
          <isin value="US3132J4KR98"/>
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        <balance>1247323.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1287778.86000000</valUSD>
        <pctVal>0.007651320335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08812</title>
        <cusip>3128MJ3W8</cusip>
        <identifiers>
          <isin value="US3128MJ3W80"/>
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        <balance>2765605.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2892240.49000000</valUSD>
        <pctVal>0.017184206980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4102</title>
        <cusip>31417ARY7</cusip>
        <identifiers>
          <isin value="US31417ARY72"/>
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        <balance>628901.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>679298.75000000</valUSD>
        <pctVal>0.004036044154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3544</title>
        <cusip>31418C5E0</cusip>
        <identifiers>
          <isin value="US31418C5E03"/>
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        <balance>759714.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>819014.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0220</title>
        <cusip>36179MG53</cusip>
        <identifiers>
          <isin value="US36179MG531"/>
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        <balance>3301145.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3560771.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC9290</title>
        <cusip>31417WKC4</cusip>
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          <isin value="US31417WKC46"/>
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        <balance>341763.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>375116.02000000</valUSD>
        <pctVal>0.002228746659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4474</title>
        <cusip>3140X76L8</cusip>
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          <isin value="US3140X76L85"/>
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        <balance>1437320.77230000</balance>
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        <curCd>USD</curCd>
        <valUSD>1561701.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09025</title>
        <cusip>31292SA26</cusip>
        <identifiers>
          <isin value="US31292SA263"/>
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        <balance>524338.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548253.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0855</title>
        <cusip>36179M5Q9</cusip>
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          <isin value="US36179M5Q92"/>
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        <balance>370046.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>422270.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AB9108</title>
        <cusip>36178WDM8</cusip>
        <identifiers>
          <isin value="US36178WDM82"/>
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        <balance>1163407.70400000</balance>
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        <curCd>USD</curCd>
        <valUSD>1209363.01000000</valUSD>
        <pctVal>0.007185413644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18659</title>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG A89760</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC0885</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <lei>N/A</lei>
        <title>FG G18474</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8157</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA2801</title>
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          <isin value="US3140QADF45"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3186</title>
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          <isin value="US31418CRG14"/>
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        <balance>3248468.18000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783390</title>
        <cusip>36241LXT8</cusip>
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          <isin value="US36241LXT87"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G30703</title>
        <cusip>3132J4AD1</cusip>
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          <isin value="US3132J4AD13"/>
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        <balance>414973.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>445770.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 BM3956</title>
        <cusip>3617JUMD0</cusip>
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          <isin value="US3617JUMD03"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7582</title>
        <cusip>3138WHM82</cusip>
        <identifiers>
          <isin value="US3138WHM822"/>
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        <balance>613204.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>641219.98000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6064</title>
        <cusip>3138WFW28</cusip>
        <identifiers>
          <isin value="US3138WFW288"/>
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        <balance>2854684.96000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5506</title>
        <cusip>3140X9DL6</cusip>
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          <isin value="US3140X9DL68"/>
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        <balance>3035647.15490000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1842</title>
        <cusip>3140X5BL6</cusip>
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          <isin value="US3140X5BL64"/>
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        <balance>7457917.75000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1366</title>
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          <isin value="US31416WQU98"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4286</title>
        <cusip>3140X7XQ7</cusip>
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          <isin value="US3140X7XQ79"/>
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        <balance>3831271.89540000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ0535</title>
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          <isin value="US3138MFSZ13"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3652</title>
        <cusip>36202EBV0</cusip>
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          <isin value="US36202EBV02"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93497</title>
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          <isin value="US3129413E56"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93093</title>
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          <isin value="US312941NJ21"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2SF 4 12/21</title>
        <cusip>21H0406C2</cusip>
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          <isin value="US21H0406C20"/>
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        <valUSD>158109.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2909</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <title>FG G03812</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93990</title>
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          <isin value="US312942NF81"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1200</title>
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          <isin value="US31418AKN71"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02897</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8409</title>
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          <isin value="US3138WJKX58"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE5487</title>
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          <isin value="US31419GCZ54"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03517</title>
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          <isin value="US31292K4A26"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7418</title>
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          <isin value="US36179WG365"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1772</title>
        <cusip>31418A6J2</cusip>
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          <isin value="US31418A6J27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BO9121</title>
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          <isin value="US3140K5D385"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01975</title>
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          <isin value="US3128LXFQ85"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03432</title>
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          <isin value="US3128M5ED85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 831105</title>
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          <isin value="US31407HKS49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08068</title>
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          <isin value="US3128MJCE89"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4024</title>
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          <isin value="US3140QBPJ12"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BR0454</title>
        <cusip>3140KXQG4</cusip>
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          <isin value="US3140KXQG48"/>
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        <balance>1402582.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1450194.43000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745950</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC1849</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08784</title>
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          <isin value="US3128MJ2S87"/>
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        <curCd>USD</curCd>
        <valUSD>7463418.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5217</title>
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          <isin value="US3140X8YP60"/>
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        <balance>6143944.57130000</balance>
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        <curCd>USD</curCd>
        <valUSD>6152863.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0291</title>
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          <isin value="US3132DMKC81"/>
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        <balance>7020279.46370000</balance>
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        <curCd>USD</curCd>
        <valUSD>7721322.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0023</title>
        <cusip>36179MAY6</cusip>
        <identifiers>
          <isin value="US36179MAY66"/>
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        <balance>1101742.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1189466.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A90320</title>
        <cusip>312938K93</cusip>
        <identifiers>
          <isin value="US312938K935"/>
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        <balance>17814.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20076.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745755</title>
        <cusip>31403DQG7</cusip>
        <identifiers>
          <isin value="US31403DQG78"/>
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        <balance>579534.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>661997.00000000</valUSD>
        <pctVal>0.003933246045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5140</title>
        <cusip>36202FV94</cusip>
        <identifiers>
          <isin value="US36202FV948"/>
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        <balance>2166606.01480000</balance>
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        <curCd>USD</curCd>
        <valUSD>2382892.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4558</title>
        <cusip>36202FB39</cusip>
        <identifiers>
          <isin value="US36202FB395"/>
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        <balance>722615.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794659.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08738</title>
        <cusip>3128MJZC7</cusip>
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          <isin value="US3128MJZC76"/>
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        <balance>1678698.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1785196.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4839</title>
        <cusip>36179TLU7</cusip>
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          <isin value="US36179TLU78"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13637</title>
        <cusip>3132HQBE1</cusip>
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          <isin value="US3132HQBE17"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05852</title>
        <cusip>3128M7ZR0</cusip>
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          <isin value="US3128M7ZR09"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0266</title>
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          <isin value="US3132DMJK27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM1194</title>
        <cusip>3131XUKF3</cusip>
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          <isin value="US3131XUKF36"/>
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        <balance>179397.78200000</balance>
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        <curCd>USD</curCd>
        <valUSD>187570.86000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 717038</title>
        <cusip>3620A2S31</cusip>
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          <isin value="US3620A2S316"/>
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        <balance>131449.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143268.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08631</title>
        <cusip>3128MJVZ0</cusip>
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        <curCd>USD</curCd>
        <valUSD>650043.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7163</title>
        <cusip>3140XA5Z1</cusip>
        <identifiers>
          <isin value="US3140XA5Z11"/>
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        <balance>1133068.01280000</balance>
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        <curCd>USD</curCd>
        <valUSD>1217074.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH0944</title>
        <cusip>3138A2BN8</cusip>
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          <isin value="US3138A2BN83"/>
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        <balance>541782.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>594907.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3172</title>
        <cusip>36179RQZ5</cusip>
        <identifiers>
          <isin value="US36179RQZ54"/>
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        <balance>3661392.79470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3851115.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08783</title>
        <cusip>3128MJ2R0</cusip>
        <identifiers>
          <isin value="US3128MJ2R05"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>761288.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD6432</title>
        <cusip>31418UEE0</cusip>
        <identifiers>
          <isin value="US31418UEE01"/>
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        <balance>1205745.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323087.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM4379</title>
        <cusip>3131XX2L4</cusip>
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          <isin value="US3131XX2L45"/>
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        <balance>1171285.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1237572.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP4491</title>
        <cusip>3138M77D1</cusip>
        <identifiers>
          <isin value="US3138M77D16"/>
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        <balance>1103887.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1164823.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1348</title>
        <cusip>31418AQA9</cusip>
        <identifiers>
          <isin value="US31418AQA96"/>
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        <balance>1346215.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1395469.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8150</title>
        <cusip>3132DWBT9</cusip>
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          <isin value="US3132DWBT99"/>
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        <balance>56690652.03800000</balance>
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        <curCd>USD</curCd>
        <valUSD>56773119.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6658</title>
        <cusip>36179VMF4</cusip>
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          <isin value="US36179VMF49"/>
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        <balance>2633966.09510000</balance>
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        <curCd>USD</curCd>
        <valUSD>2793863.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08528</title>
        <cusip>3128MJSS0</cusip>
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          <isin value="US3128MJSS02"/>
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        <balance>2416744.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2550785.05000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1754</title>
        <cusip>3140X45Q5</cusip>
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          <isin value="US3140X45Q54"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7575</title>
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          <isin value="US31417EMZ15"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01797</title>
        <cusip>31292H7J7</cusip>
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          <isin value="US31292H7J79"/>
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        <balance>7496.78000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4689</title>
        <cusip>31417BF77</cusip>
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          <isin value="US31417BF774"/>
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        <balance>60742.72000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI8191</title>
        <cusip>3138ANC50</cusip>
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          <isin value="US3138ANC504"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8397</title>
        <cusip>3138ETKK1</cusip>
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          <isin value="US3138ETKK12"/>
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        <balance>1447685.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1551874.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0978</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3280</title>
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          <isin value="US3140J7UE34"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7368</title>
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          <isin value="US36179WFH60"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04422</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8311</title>
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          <isin value="US3138WJGV49"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91982</title>
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          <isin value="US3128P8FX49"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3955</title>
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          <isin value="US31417AMD80"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14153</title>
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          <isin value="US3128PTTJ49"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3129</title>
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          <isin value="US3140X6PP06"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1527</title>
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          <isin value="US31418AVV78"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6090</title>
        <cusip>36179UXT4</cusip>
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          <isin value="US36179UXT41"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0069</title>
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          <isin value="US3138EGCF97"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-01</maturityDt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60342</title>
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          <isin value="US31335ALX45"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202DUV18"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS7904</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18710</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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          <isin value="US3620AF4W47"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4680</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4379</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SB0406</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179R4H93"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6410</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179R7K95"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 779084</title>
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          <isin value="US36176XJ595"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ2940</title>
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          <isin value="US3138YUHS38"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5054</title>
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          <isin value="US36202FTK20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5059</title>
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          <isin value="US3133KYTQ25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18522</title>
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          <isin value="US3128MMSL87"/>
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        <curCd>USD</curCd>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0138</title>
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          <isin value="US36179MEK27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723170</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG A46278</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH5752</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0315</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
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        <title>FN 890335</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AU6961</title>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3604</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A73409</title>
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          <isin value="US3128L6YE32"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BL3846</title>
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          <isin value="US3617JGHX38"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3173</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1165</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00676</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J20466</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0698</title>
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          <isin value="US36179MX395"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18330</title>
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          <isin value="US3128MMLL50"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BQ9175</title>
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          <isin value="US3140KVFR65"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6111</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4236</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 735504</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36241LYN09"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AP4786</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG J12463</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132A8ZF90"/>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09013</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179WBZ05"/>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725027</title>
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          <isin value="US31402CPL09"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01846</title>
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          <isin value="US31292JBP49"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18251</title>
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          <isin value="US3128MMH550"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7130</title>
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          <isin value="US3140XA4Q21"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0728</title>
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          <isin value="US31419AY278"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4013</title>
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          <isin value="US31418DN731"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD6802</title>
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          <isin value="US31418URY28"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0848</title>
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          <isin value="US31417Y5J20"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01840</title>
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          <isin value="US3128LXBH23"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2994</title>
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          <isin value="US31418CKG86"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7507</title>
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          <isin value="US3132DVKU88"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202EQM48"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN FM6173</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1920</title>
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          <isin value="US36179QDZ19"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA1159</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM1245</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09032</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06875</title>
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          <isin value="US3128M86L33"/>
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        <balance>195522.47000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36225BXX18"/>
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        <curCd>USD</curCd>
        <valUSD>18441.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95407</title>
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          <isin value="US312944AG67"/>
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        <curCd>USD</curCd>
        <valUSD>202270.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08085</title>
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          <isin value="US3128MJCX60"/>
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        <curCd>USD</curCd>
        <valUSD>69702.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91782</title>
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          <isin value="US3128P76T59"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J11140</title>
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          <isin value="US3128PQHR53"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A61800</title>
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          <isin value="US3128KR7M02"/>
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        <balance>38451.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43023.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2898</title>
        <cusip>31418CGG3</cusip>
        <identifiers>
          <isin value="US31418CGG33"/>
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        <balance>3052197.36000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3522</title>
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          <isin value="US3140X64G37"/>
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        <balance>36871.14460000</balance>
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        <curCd>USD</curCd>
        <valUSD>38905.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD3975</title>
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          <isin value="US3140FBMZ00"/>
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        <balance>1380530.68000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4317</title>
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          <isin value="US3140X7YP87"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995685</title>
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          <isin value="US31416CCW47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4749</title>
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          <isin value="US3140X8H344"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZS8581</title>
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          <isin value="US3132A9RA78"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0554</title>
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          <isin value="US3138W9TL41"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18642</title>
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          <isin value="US3128MMWC33"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08667</title>
        <cusip>3128MJW55</cusip>
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          <isin value="US3128MJW555"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13468</title>
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          <isin value="US3128MCCD53"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC8616</title>
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          <isin value="US31417VSE47"/>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5078</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ4245</title>
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          <isin value="US3138AVWF80"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AL5908</title>
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          <isin value="US36184CR562"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01649</title>
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          <isin value="US31283HZN87"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8062</title>
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          <isin value="US3132D55X64"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01981</title>
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          <isin value="US3128LXFW53"/>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG G14649</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781737</title>
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          <isin value="US36225B4W57"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3276</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5365</title>
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          <isin value="US3138WE6B08"/>
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        <valUSD>1429659.45000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9316</title>
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          <isin value="US3138MRK677"/>
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        <curCd>USD</curCd>
        <valUSD>1258945.76000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3455</title>
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          <isin value="US36179RZU66"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18441</title>
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          <isin value="US3128MMP314"/>
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        <curCd>USD</curCd>
        <valUSD>417869.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5082</title>
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          <isin value="US36202FUF16"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735501</title>
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          <isin value="US31402RDE62"/>
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        <balance>8600.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10165.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AI8460</title>
        <cusip>36198VMH7</cusip>
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          <isin value="US36198VMH77"/>
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        <balance>146269.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>166366.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4681</title>
        <cusip>3140J9FX4</cusip>
        <identifiers>
          <isin value="US3140J9FX46"/>
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        <balance>1088616.82170000</balance>
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        <curCd>USD</curCd>
        <valUSD>1250710.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT2088</title>
        <cusip>3132AEJ98</cusip>
        <identifiers>
          <isin value="US3132AEJ980"/>
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        <balance>5084425.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5456271.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS3876</title>
        <cusip>3132A4JV1</cusip>
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          <isin value="US3132A4JV11"/>
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        <balance>80342.30560000</balance>
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        <curCd>USD</curCd>
        <valUSD>90766.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1228</title>
        <cusip>3140J5LJ6</cusip>
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          <isin value="US3140J5LJ65"/>
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        <balance>59587.57100000</balance>
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        <curCd>USD</curCd>
        <valUSD>62827.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08488</title>
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          <isin value="US3128MJRJ12"/>
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        <balance>688557.81000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6080</title>
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          <isin value="US3140X9XJ92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-05-01</maturityDt>
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          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <isin value="US3140X7VJ54"/>
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        <balance>7705084.06000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91404</title>
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          <isin value="US3128P7RZ85"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2997</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0583</title>
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          <isin value="US31417YUH88"/>
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        <balance>784336.16000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4232</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2974</title>
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        <title>FG G01974</title>
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          <isin value="US3128LXFP03"/>
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        <title>FG C01490</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1756</title>
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          <isin value="US3140J55S40"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2863</title>
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          <isin value="US36179RFC88"/>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6611</title>
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          <isin value="US31417DKZ59"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91887</title>
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          <isin value="US3128P8CY58"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02707</title>
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          <isin value="US31294MAG69"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5259</title>
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          <isin value="US3138EMZZ72"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6595</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190375</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4493</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5650</title>
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          <isin value="US36179UH391"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08086</title>
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          <isin value="US3128MJCY44"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6877</title>
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          <isin value="US3140XAUB64"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2861</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3941</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18435</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM1368</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD8106</title>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <title>FG C91846</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15227</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA1334</title>
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          <isin value="US31329JPT87"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8068</title>
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          <isin value="US3132DV6D29"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4369</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ9355</title>
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          <isin value="US3138E2MD43"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3438</title>
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          <isin value="US31418CZC18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179MK822"/>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US36182WCX92"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18665</title>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202EW709"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02251</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254479</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3935</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8122</title>
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          <isin value="US3140XCAY44"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4158</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4075</title>
        <cusip>31418DQ54</cusip>
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          <isin value="US31418DQ544"/>
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        <balance>14251326.75420000</balance>
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        <curCd>USD</curCd>
        <valUSD>14769710.21000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4854</title>
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          <isin value="US36202FMB93"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q58157</title>
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          <isin value="US3132Y2B398"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2489</title>
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          <isin value="US31418BXT87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4363</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ4087</title>
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          <isin value="US3138AVRH02"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA4174</title>
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          <isin value="US3133KKT744"/>
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          <maturityDt>2050-12-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2935</title>
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          <isin value="US36179RHL69"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8383</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4946</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ7362</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG J19801</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1064</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7837</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3467</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AF1079</title>
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          <isin value="US36181GFU85"/>
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        <balance>444773.70000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3494</title>
        <cusip>3140X63C3</cusip>
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          <isin value="US3140X63C32"/>
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        <balance>449102.23040000</balance>
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        <curCd>USD</curCd>
        <valUSD>464848.52000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3033</title>
        <cusip>36179RLN7</cusip>
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          <isin value="US36179RLN79"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4197</title>
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          <isin value="US36179SUW50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1630</title>
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          <isin value="US31418AY445"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03518</title>
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          <isin value="US31292K4B09"/>
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        <issuerCat>USGSE</issuerCat>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BN9283</title>
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          <isin value="US3617KDJ403"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7798</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <annualizedRt>3.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS6389</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60193</title>
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          <isin value="US31335AGA07"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 3.5 12/21</title>
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          <isin value="US01F0324C58"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5666</title>
        <cusip>3138WFJL1</cusip>
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          <isin value="US3138WFJL18"/>
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        <curCd>USD</curCd>
        <valUSD>339699.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 701993</title>
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          <isin value="US36296U3A63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08344</title>
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          <isin value="US3128MJL244"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8661</title>
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          <isin value="US3138WJTT55"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q44663</title>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>FG Q00543</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91810</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AT2725</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735415</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 888794</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US36178WGU71"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18655</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3567</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4417</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7601</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8206</title>
        <cusip>3138ETDL7</cusip>
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          <isin value="US3138ETDL77"/>
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        <balance>37403.82620000</balance>
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        <curCd>USD</curCd>
        <valUSD>41348.15000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 82797</title>
        <cusip>36225FDB2</cusip>
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          <isin value="US36225FDB22"/>
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        <balance>2097.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2155.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9760</title>
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          <isin value="US3138WKZ240"/>
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        <curCd>USD</curCd>
        <valUSD>5574495.44000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995088</title>
        <cusip>31416BND6</cusip>
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          <isin value="US31416BND63"/>
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        <curCd>USD</curCd>
        <valUSD>2035882.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1785</title>
        <cusip>3140J56X2</cusip>
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          <isin value="US3140J56X26"/>
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        <balance>3021525.47500000</balance>
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        <curCd>USD</curCd>
        <valUSD>3362123.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3420</title>
        <cusip>3140X6YS4</cusip>
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          <isin value="US3140X6YS44"/>
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        <balance>1599448.03550000</balance>
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        <curCd>USD</curCd>
        <valUSD>1722503.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3307</title>
        <cusip>31418CU93</cusip>
        <identifiers>
          <isin value="US31418CU936"/>
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        <balance>749237.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>813354.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2847</title>
        <cusip>3140X6EV9</cusip>
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          <isin value="US3140X6EV92"/>
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        <balance>1351312.17500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1436257.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2922</title>
        <cusip>31418CG81</cusip>
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          <isin value="US31418CG810"/>
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        <balance>4129217.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4365795.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745283</title>
        <cusip>31403C6U0</cusip>
        <identifiers>
          <isin value="US31403C6U04"/>
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        <balance>25020.42220000</balance>
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        <curCd>USD</curCd>
        <valUSD>28467.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0148</title>
        <cusip>3138EGEW0</cusip>
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          <isin value="US3138EGEW03"/>
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        <balance>558658.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>615951.22000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7745</title>
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          <isin value="US31417ETB73"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5141</title>
        <cusip>3140X8WB9</cusip>
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          <isin value="US3140X8WB92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604548</title>
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          <isin value="US36200MTD55"/>
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        <balance>194583.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3426</title>
        <cusip>3140X6YY1</cusip>
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          <isin value="US3140X6YY12"/>
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        <balance>1552656.60000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 82669</title>
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          <isin value="US36225E6F43"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18578</title>
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          <isin value="US3128MMUC50"/>
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        <balance>1020878.62000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3797</title>
        <cusip>31418DGF3</cusip>
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          <isin value="US31418DGF33"/>
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        <balance>400554.83000000</balance>
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        <curCd>USD</curCd>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725162</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SQU41"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM1456</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4229</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 738009</title>
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          <isin value="US3620AR3S80"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 646729</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7448</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4686</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4208</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4224</title>
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          <isin value="US36202EVR79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 737839</title>
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          <isin value="US3620ARV817"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 993998</title>
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          <isin value="US31416AGF12"/>
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        <curCd>USD</curCd>
        <valUSD>4570.10000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3249</title>
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          <isin value="US3140X6TF87"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18681</title>
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          <isin value="US3128MMXK40"/>
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        <balance>76081.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79778.28000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BN0628</title>
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          <isin value="US3140JGVW29"/>
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        <balance>843373.36000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5988</title>
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          <isin value="US36179UUM25"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 738902</title>
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          <isin value="US3620AS3K37"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM1979</title>
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          <maturityDt>2023-11-01</maturityDt>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202EQA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2037-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8074</title>
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          <isin value="US3138WH6L17"/>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08790</title>
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          <isin value="US3128MJ2Y55"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5065</title>
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          <isin value="US3140X8TX59"/>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179U6W70"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2831</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1285</title>
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          <isin value="US36179NNA27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2578</title>
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          <isin value="US31418B2L90"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AM8935</title>
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          <isin value="US36185B4U71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP2138</title>
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          <isin value="US3138M5LU19"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3691</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5127</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AE0624</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91447</title>
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          <isin value="US3128P7TC72"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G16044</title>
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          <isin value="US3128ME5D90"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3454</title>
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          <isin value="US36179RZT93"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745640</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889307</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3327</title>
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          <isin value="US3140X6VV00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555800</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889676</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN BC0133</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04495</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7077</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>Ginnie Mae I Pool</name>
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          <couponKind>Fixed</couponKind>
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        <title>FG A90316</title>
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          <couponKind>Fixed</couponKind>
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        <title>FN AL9708</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL3769</title>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555531</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18604</title>
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          <isin value="US3128MMU686"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM9582</title>
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          <isin value="US3140XDUG90"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 745875</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA1210</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3218</title>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 737036</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU3735</title>
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          <isin value="US3138X3EH14"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO4095</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 725703</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS4688</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FXE14"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14820</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A68547</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90698</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3755</title>
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          <isin value="US3140X7E541"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4000</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97125</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4291</title>
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          <isin value="US3138X3XV96"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AV7087</title>
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          <isin value="US3138XJ2V88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0065</title>
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          <isin value="US3138EGCB83"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0041</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91354</title>
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          <isin value="US3128P7QF31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735013</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7386</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91538</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08770</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FTL03"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4284</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS7247</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7429</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BE3774</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08775</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256673</title>
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          <isin value="US31371NCJ28"/>
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          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3221</title>
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          <isin value="US3140X6SK81"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02920</title>
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          <isin value="US31294MG541"/>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890226</title>
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          <isin value="US31410LA365"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA6146</title>
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          <isin value="US31329PZK29"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6093</title>
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          <isin value="US3138WFXX99"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4124</title>
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          <isin value="US31418DSN39"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782399</title>
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          <isin value="US36241KUY27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06713</title>
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          <isin value="US3128M8YJ74"/>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FG G06185</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC8512</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM6980</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 915091</title>
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        <title>FG C03815</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0646</title>
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          <isin value="US36179MWF30"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 784035</title>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890514</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0751</title>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BN3897</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2738</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
        <title>FN AH6790</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4802</title>
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          <isin value="US36202FKP08"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782495</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3910</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS2913</title>
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          <isin value="US3132A3GW48"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0919</title>
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          <isin value="US31418AAV08"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255493</title>
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          <isin value="US31371LXW44"/>
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        <curCd>USD</curCd>
        <valUSD>8000.04000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01648</title>
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          <isin value="US31292HZM95"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06709</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14572</title>
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        <name>Freddie Mac Non Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7281</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08759</title>
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          <isin value="US3128MJZZ61"/>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <title>FG G67707</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4168</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q55429</title>
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          <isin value="US3132XYA724"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18483</title>
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          <isin value="US3128MMRD70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08373</title>
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          <isin value="US3128MJMX50"/>
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        <curCd>USD</curCd>
        <valUSD>1150660.93000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4204</title>
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          <isin value="US31418DU678"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6339</title>
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          <isin value="US36179VBG41"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J07292</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4851</title>
        <cusip>3140X8L96</cusip>
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          <isin value="US3140X8L965"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB8146</title>
        <cusip>31417FBQ0</cusip>
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          <isin value="US31417FBQ00"/>
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        <balance>36127.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40362.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7707</title>
        <cusip>36179WR42</cusip>
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          <isin value="US36179WR420"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2960</title>
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          <isin value="US31418CJE57"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US01F0406C67"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7473</title>
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          <isin value="US36179WJS89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9867</title>
        <cusip>3138ER6D7</cusip>
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          <isin value="US3138ER6D71"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G67709</title>
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          <isin value="US3132XCR641"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3997</title>
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          <isin value="US36202ENN57"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6889</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-02-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7417</title>
        <cusip>36179WG28</cusip>
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          <isin value="US36179WG282"/>
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        <curCd>USD</curCd>
        <valUSD>48606152.26000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK9467</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG C90706</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01585</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FN AS1089</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5071</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18702</title>
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          <isin value="US3128PYU361"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2241</title>
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          <isin value="US3140X5P319"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08210</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS5927</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4053</title>
        <cusip>31418DQF2</cusip>
        <identifiers>
          <isin value="US31418DQF23"/>
        </identifiers>
        <balance>7371138.25570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7639142.52000000</valUSD>
        <pctVal>0.045387859921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02085</title>
        <cusip>3128LXJ68</cusip>
        <identifiers>
          <isin value="US3128LXJ688"/>
        </identifiers>
        <balance>133128.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157843.74000000</valUSD>
        <pctVal>0.000937826404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5143</title>
        <cusip>3140X8WD5</cusip>
        <identifiers>
          <isin value="US3140X8WD58"/>
        </identifiers>
        <balance>6846658.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7175920.14000000</valUSD>
        <pctVal>0.042635630539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE7758</title>
        <cusip>31419JTQ1</cusip>
        <identifiers>
          <isin value="US31419JTQ12"/>
        </identifiers>
        <balance>1772202.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1861948.90000000</valUSD>
        <pctVal>0.011062743708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 605385</title>
        <cusip>36200NRE3</cusip>
        <identifiers>
          <isin value="US36200NRE30"/>
        </identifiers>
        <balance>5248.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5742.78000000</valUSD>
        <pctVal>0.000034120648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254637</title>
        <cusip>31371KZA2</cusip>
        <identifiers>
          <isin value="US31371KZA23"/>
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        <balance>6024.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7022.50000000</valUSD>
        <pctVal>0.000041724086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC9580</title>
        <cusip>31417WUE9</cusip>
        <identifiers>
          <isin value="US31417WUE91"/>
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        <balance>354141.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>388571.94000000</valUSD>
        <pctVal>0.002308694822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4055</title>
        <cusip>31418DQH8</cusip>
        <identifiers>
          <isin value="US31418DQH88"/>
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        <balance>64623698.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66255743.64000000</valUSD>
        <pctVal>0.393657587020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91437</title>
        <cusip>3128P7S20</cusip>
        <identifiers>
          <isin value="US3128P7S208"/>
        </identifiers>
        <balance>1358862.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1450677.49000000</valUSD>
        <pctVal>0.008619180298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91168</title>
        <cusip>3128P7JM6</cusip>
        <identifiers>
          <isin value="US3128P7JM64"/>
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        <balance>22817.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25195.59000000</valUSD>
        <pctVal>0.000149699250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3582</title>
        <cusip>36202D6T3</cusip>
        <identifiers>
          <isin value="US36202D6T30"/>
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        <balance>169920.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186663.53000000</valUSD>
        <pctVal>0.001109058788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 1.5 12/21</title>
        <cusip>01F0124C7</cusip>
        <identifiers>
          <isin value="US01F0124C76"/>
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        <balance>-34500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-34672500.00000000</valUSD>
        <pctVal>-0.20600618053</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E04003</title>
        <cusip>31294NNU9</cusip>
        <identifiers>
          <isin value="US31294NNU99"/>
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        <balance>129990.17410000</balance>
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        <curCd>USD</curCd>
        <valUSD>134784.11000000</valUSD>
        <pctVal>0.000800817930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13201</title>
        <cusip>3128MBX69</cusip>
        <identifiers>
          <isin value="US3128MBX691"/>
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        <balance>1940.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1990.65000000</valUSD>
        <pctVal>0.000011827419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3793</title>
        <cusip>3140J8GB3</cusip>
        <identifiers>
          <isin value="US3140J8GB34"/>
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        <balance>452597.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470294.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05457</title>
        <cusip>3128M7ME3</cusip>
        <identifiers>
          <isin value="US3128M7ME33"/>
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        <balance>586264.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646086.62000000</valUSD>
        <pctVal>0.003838714741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3057</title>
        <cusip>31418CMF8</cusip>
        <identifiers>
          <isin value="US31418CMF85"/>
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        <balance>9658554.85450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10206900.96000000</valUSD>
        <pctVal>0.060644161277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4293</title>
        <cusip>3138X3XX5</cusip>
        <identifiers>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3431</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6314</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isin value="US36179MVS69"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3185</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8088</title>
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          <isin value="US3132D56Z04"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08354</title>
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          <isin value="US3128MJMC14"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93505</title>
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          <isin value="US3129413N55"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0133</title>
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          <isin value="US3132DMEE12"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90779</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA2520</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5604</title>
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          <isin value="US3140X9GN97"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6018</title>
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          <isin value="US31417CVL61"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02195</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A73952</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2609</title>
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          <isin value="US31418B3T18"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3361</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5529</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783046</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO2985</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2714</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7526</title>
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          <isin value="US3132DVLF03"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7255</title>
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          <isin value="US36179WBY30"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890297</title>
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          <isin value="US31410LDA70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8001</title>
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          <isin value="US3138EQ3K69"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01614</title>
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          <isin value="US31292HYK49"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3125</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <balance>3072850.30000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN MA2414</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G04585</title>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 595154</title>
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          <isin value="US36200AE394"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8067</title>
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          <isin value="US3132DV6C46"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM4908</title>
        <cusip>3131XYNZ8</cusip>
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          <isin value="US3131XYNZ84"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782068</title>
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          <isin value="US36241KJM18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BQ3023</title>
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          <isin value="US3140KNLD89"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-01</maturityDt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7856</title>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4534</title>
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          <isin value="US3140X8BC05"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08610</title>
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          <isin value="US3128MJVC13"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6208</title>
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        <name>Freddie Mac Gold Pool</name>
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          <isin value="US3128MJFT22"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1908</title>
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          <isin value="US3140J6DN43"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782696</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q08998</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604550</title>
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          <isin value="US36200MTF04"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08551</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0984</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8634</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0907</title>
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          <isin value="US3138WAAH00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BJ4547</title>
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          <isin value="US3140H6BR94"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q46873</title>
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          <isin value="US3132WLT715"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3501</title>
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          <isin value="US31418C3K80"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18465</title>
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          <isin value="US3128MMQT32"/>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US36241K5P95"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3472</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8123</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G61080</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS7800</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <title>FG G18673</title>
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        <lei>N/A</lei>
        <title>FN CA1218</title>
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        <title>FN FM7346</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2771</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781885</title>
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          <isin value="US36241KCW62"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4923</title>
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          <isin value="US36202FPG53"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8115</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745327</title>
        <cusip>31403DA41</cusip>
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          <isin value="US31403DA417"/>
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        <balance>49063.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57790.72000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4921</title>
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          <isin value="US3138WEPF01"/>
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        <balance>22106.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23878.03000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2756</title>
        <cusip>36179RBZ1</cusip>
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          <isin value="US36179RBZ10"/>
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        <balance>413583.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>451339.81000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0375</title>
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          <isin value="US31419AMZ74"/>
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        <balance>221536.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>232998.59000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91402</title>
        <cusip>3128P7RX3</cusip>
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          <isin value="US3128P7RX38"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4703</title>
        <cusip>3140J9GM7</cusip>
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          <isin value="US3140J9GM71"/>
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        <balance>1536762.92000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2387</title>
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          <isin value="US31418BUM61"/>
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        <balance>811185.69000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6621</title>
        <cusip>3138WGLB8</cusip>
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          <isin value="US3138WGLB80"/>
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        <balance>1880375.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999102.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A94713</title>
        <cusip>312943GW7</cusip>
        <identifiers>
          <isin value="US312943GW70"/>
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        <balance>529204.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>578693.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7503</title>
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          <isin value="US3132DVKQ76"/>
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        <balance>4962592.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5318472.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9668</title>
        <cusip>3138WKW68</cusip>
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          <isin value="US3138WKW684"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QA5176</title>
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          <isin value="US31346YXD02"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254903</title>
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          <isin value="US31371LDG14"/>
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        <balance>580418.08000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3244</title>
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          <isin value="US36179RS915"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD0393</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6367</title>
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          <isin value="US3140XACD23"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4586</title>
        <cusip>36179TCX1</cusip>
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          <isin value="US36179TCX19"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC9564</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132DWBP77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5108</title>
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          <isin value="US3140J9VA68"/>
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        <curCd>USD</curCd>
        <valUSD>487906.57000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3313</title>
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          <isin value="US31416YVF23"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2642</title>
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          <isin value="US31418B5C64"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 620495</title>
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          <isin value="US36290XKG42"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2826</title>
        <cusip>3138EKD85</cusip>
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          <isin value="US3138EKD856"/>
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        <curCd>USD</curCd>
        <valUSD>301490.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE8289</title>
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          <isin value="US31419KF755"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7192</title>
        <cusip>36179V7D6</cusip>
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          <isin value="US36179V7D62"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2.5 12/21</title>
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          <isin value="US01F0226C40"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2877</title>
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          <isin value="US3140X6FT38"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8499</title>
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          <isin value="US3138WJNR53"/>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179RVC05"/>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 744386</title>
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          <isin value="US3620AY6X94"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04729</title>
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          <isin value="US3128M6SS81"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD8177</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZA2424</title>
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        <valUSD>2523399.07000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0022</title>
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          <isin value="US36179MAX83"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5475</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3938</title>
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          <isin value="US36179SLT23"/>
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        <curCd>USD</curCd>
        <valUSD>767658.44000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9318</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01674</title>
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          <isin value="US31292H2F03"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5099</title>
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          <isin value="US3140J9UZ29"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4194</title>
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          <isin value="US36202EUT45"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8298</title>
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          <isin value="US3140XCGG73"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS4236</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FR SD7530</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5265</title>
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          <isin value="US36179TZ650"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00180</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08774</title>
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          <isin value="US3128MJ2G40"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BR4722</title>
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          <isin value="US3140L3G887"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA3228</title>
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          <isin value="US3140QASS01"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH5620</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB5051</title>
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          <isin value="US31417BTH05"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E09012</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18575</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7397</title>
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          <isin value="US31417EGF25"/>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8318</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91177</title>
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          <isin value="US3128P7JW47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <title>FG G08804</title>
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          <isin value="US3128MJ3N81"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG E02790</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3985</title>
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          <isin value="US31418DNB46"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254867</title>
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          <isin value="US31371LCC19"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2539</title>
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          <isin value="US31418BZD18"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90863</title>
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          <isin value="US31335H5Y53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY8520</title>
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          <isin value="US3138YNPE17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA8252</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91359</title>
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          <isin value="US3128P7QL09"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1376</title>
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          <isin value="US36179NQ504"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08505</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2978</title>
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          <isin value="US3140X6JY86"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1678</title>
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          <isin value="US36179N2K32"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0952</title>
        <cusip>31418ABW7</cusip>
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          <isin value="US31418ABW71"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 124561</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4617</title>
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          <isin value="US3140X8DX24"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 725704</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4156</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0443</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5603</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2458</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q39359</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 967187</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6337</title>
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          <isin value="US36179VBE92"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-20</maturityDt>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08633</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0933</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR RB5110</title>
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          <isin value="US3133KYVB28"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3104</title>
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          <isin value="US36179RNV77"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4970</title>
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          <isin value="US3140X8QY69"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK9461</title>
        <cusip>3138EEQP7</cusip>
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          <isin value="US3138EEQP75"/>
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        <balance>699730.39000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1B7981</title>
        <cusip>3128UGHH3</cusip>
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          <isin value="US3128UGHH35"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28500000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7292</title>
        <cusip>3140XBC65</cusip>
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          <isin value="US3140XBC655"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888881</title>
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          <isin value="US31410GRA30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8312</title>
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          <isin value="US3140XCGW24"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08808</title>
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          <isin value="US3128MJ3S78"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A75840</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG C04444</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG A89870</title>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4473</title>
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          <isin value="US31418D6K36"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3133A0DQ40"/>
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        <curCd>USD</curCd>
        <valUSD>13005932.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60854</title>
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          <isin value="US31335A5P91"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08624</title>
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          <isin value="US3128MJVS64"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01501</title>
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          <isin value="US31292HU280"/>
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        <curCd>USD</curCd>
        <valUSD>56762.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4501</title>
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          <isin value="US31418EAB65"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1577</title>
        <cusip>3140X4XF8</cusip>
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          <isin value="US3140X4XF83"/>
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        <balance>4124240.83600000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3897</title>
        <cusip>31418DKK7</cusip>
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          <isin value="US31418DKK71"/>
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        <balance>814730.10360000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4855</title>
        <cusip>3140J9MD0</cusip>
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          <isin value="US3140J9MD09"/>
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        <balance>165330.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180663.99000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZK3542</title>
        <cusip>3131X65B2</cusip>
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          <isin value="US3131X65B24"/>
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        <balance>315354.13000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15736</title>
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          <isin value="US3128MESZ57"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18607</title>
        <cusip>3128MMU92</cusip>
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          <isin value="US3128MMU926"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD7779</title>
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          <isin value="US31418VUD27"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A89729</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8119</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <title>FN AS5938</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04359</title>
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          <isin value="US3128M6E872"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS9986</title>
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          <isin value="US3138WLCY79"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4117</title>
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          <isin value="US36202ESE04"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01573</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE1733</title>
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          <isin value="US31419B4T98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q16062</title>
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          <isin value="US3132J7FC16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G16485</title>
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          <isin value="US3128MFNA27"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4588</title>
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          <isin value="US36179TCZ66"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0943</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179RYY97"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q09008</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI5737</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG C91236</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD8129</title>
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          <isin value="US3132DWA605"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03489</title>
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          <isin value="US31292K2W63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SI2011</title>
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          <isin value="US3133USGU95"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04715</title>
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          <isin value="US3128M6SC30"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3755</title>
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          <isin value="US31418DE573"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4321</title>
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          <isin value="US36179SYS03"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR5395</title>
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          <isin value="US3138W27H29"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3698</title>
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          <isin value="US3140X7DC04"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1109</title>
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          <isin value="US31416WGT36"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5559</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8911</title>
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          <isin value="US3140XC3V88"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91725</title>
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          <isin value="US3128P74J95"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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          <isin value="US3138W9HJ23"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3239</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FJ729"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J17231</title>
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          <isin value="US3128PXA894"/>
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        <balance>675533.69000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q09530</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3896</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1880</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS0768</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4154</title>
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          <isin value="US3140X7TL39"/>
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        <balance>1576394.21950000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD0095</title>
        <cusip>31418MC91</cusip>
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          <isin value="US31418MC917"/>
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        <balance>244568.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285367.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6880</title>
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          <isin value="US3140XAUE04"/>
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        <balance>6314706.62950000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18884</title>
        <cusip>3128PY2R4</cusip>
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          <isin value="US3128PY2R49"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13614</title>
        <cusip>3128MCGX7</cusip>
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          <isin value="US3128MCGX71"/>
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        <balance>635.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>648.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4653</title>
        <cusip>36179TE27</cusip>
        <identifiers>
          <isin value="US36179TE275"/>
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        <balance>3676019.05120000</balance>
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        <curCd>USD</curCd>
        <valUSD>3948748.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2760</title>
        <cusip>3138EKB61</cusip>
        <identifiers>
          <isin value="US3138EKB611"/>
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        <balance>199624.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220741.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03600</title>
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          <isin value="US3128M5KM11"/>
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        <balance>18950.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22813.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08716</title>
        <cusip>3128MJYN4</cusip>
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          <isin value="US3128MJYN41"/>
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        <balance>1380788.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AA4536</title>
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          <isin value="US31416NBE13"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5304</title>
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          <isin value="US36202F3M68"/>
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          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61282</title>
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          <isin value="US31335BM782"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3831</title>
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          <isin value="US31418DHH89"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698402</title>
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          <isin value="US36296Q3K36"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2039-07-15</maturityDt>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 778794</title>
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          <isin value="US36176W7F23"/>
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        <balance>1400096.47000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3651</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3800</title>
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          <isin value="US3128M54E71"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3665</title>
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        <name>Ginnie Mae II Pool</name>
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        <title>GN AA8275</title>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7273</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SB711"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13885</title>
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          <isin value="US3128MCRE71"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09029</title>
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          <isin value="US31292SA677"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4518</title>
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          <isin value="US36202FAT30"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 726468</title>
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          <isin value="US3620ADCD26"/>
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        <balance>8792.19000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3850</title>
        <cusip>36202EH36</cusip>
        <identifiers>
          <isin value="US36202EH361"/>
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        <balance>37418.16000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4111</title>
        <cusip>3140X7R92</cusip>
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          <isin value="US3140X7R923"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5125</title>
        <cusip>3133KYVS5</cusip>
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          <isin value="US3133KYVS52"/>
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        <balance>4993129.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5085036.00000000</valUSD>
        <pctVal>0.030212671259</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1152</title>
        <cusip>3140X4H66</cusip>
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          <isin value="US3140X4H665"/>
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        <balance>100880.87700000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889572</title>
        <cusip>31410KJR6</cusip>
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          <isin value="US31410KJR68"/>
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        <balance>177162.56000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91752</title>
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          <isin value="US3128P75M16"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01838</title>
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          <isin value="US3128LXBF66"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9453</title>
        <cusip>3138WKQF5</cusip>
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          <isin value="US3138WKQF51"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7269</title>
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          <isin value="US3138WHCF78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18438</title>
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          <isin value="US3128MMPY36"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BO3004</title>
        <cusip>3617KJKR4</cusip>
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          <isin value="US3617KJKR43"/>
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        <balance>717943.29000000</balance>
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        <curCd>USD</curCd>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1579</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04014</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14056</title>
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          <isin value="US3128MCWR20"/>
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        <curCd>USD</curCd>
        <valUSD>19491.55000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP0525</title>
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          <isin value="US3138M3SP03"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08739</title>
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          <isin value="US3128MJZD59"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555678</title>
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          <isin value="US31385XJX66"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6902</title>
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          <isin value="US31417DU431"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8986</title>
        <cusip>3140XC6Y9</cusip>
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          <isin value="US3140XC6Y90"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08762</title>
        <cusip>3128MJZ45</cusip>
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          <isin value="US3128MJZ459"/>
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        <balance>47281.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51121.95000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BJ0813</title>
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          <isin value="US3140H13X61"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4399</title>
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          <isin value="US31418D3H34"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 733746</title>
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          <isin value="US3620AMET58"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08593</title>
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          <isin value="US3128MJUT56"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SB8085</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS5072</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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          <isin value="US3622A2SK98"/>
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        <lei>N/A</lei>
        <title>FN AO4442</title>
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        <title>FN AU1635</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18512</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725594</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5466</title>
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          <isin value="US36179UCB61"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 726323</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0215</title>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132DVK879"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698375</title>
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          <isin value="US36296Q2G33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8901</title>
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          <isin value="US3140XC3K24"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08619</title>
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          <isin value="US3128MJVM94"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4340</title>
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          <isin value="US3140J8ZE61"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5109</title>
        <cusip>3133KYVA4</cusip>
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          <isin value="US3133KYVA45"/>
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        <balance>2638519.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2716973.85000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08708</title>
        <cusip>3128MJYE4</cusip>
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          <isin value="US3128MJYE42"/>
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        <curCd>USD</curCd>
        <valUSD>521906.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1366</title>
        <cusip>31418AQU5</cusip>
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          <isin value="US31418AQU50"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7528</title>
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          <isin value="US3132DVLH68"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05520</title>
        <cusip>3128M7PD2</cusip>
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          <isin value="US3128M7PD23"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01882</title>
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          <isin value="US3128LXCT51"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08861</title>
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          <isin value="US3128MJ5X46"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0215</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132DV7D10"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6474</title>
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          <isin value="US36179VFP04"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5218</title>
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        <balance>384463.09000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 707116</title>
        <cusip>36297BSD4</cusip>
        <identifiers>
          <isin value="US36297BSD46"/>
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        <balance>6294.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6858.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA2838</title>
        <cusip>31329LEK4</cusip>
        <identifiers>
          <isin value="US31329LEK44"/>
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        <balance>45816.95250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47561.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889455</title>
        <cusip>31410KE42</cusip>
        <identifiers>
          <isin value="US31410KE427"/>
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        <balance>27448.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31886.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7508</title>
        <cusip>3132DVKV6</cusip>
        <identifiers>
          <isin value="US3132DVKV61"/>
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        <balance>8192841.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8890193.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3936</title>
        <cusip>3140X7LS6</cusip>
        <identifiers>
          <isin value="US3140X7LS63"/>
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        <balance>815347.00380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847077.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4516</title>
        <cusip>3140X8AS6</cusip>
        <identifiers>
          <isin value="US3140X8AS65"/>
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        <balance>5181687.48760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5333394.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU3781</title>
        <cusip>3138X3FX5</cusip>
        <identifiers>
          <isin value="US3138X3FX54"/>
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        <balance>887549.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920296.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15537</title>
        <cusip>3128MELS8</cusip>
        <identifiers>
          <isin value="US3128MELS87"/>
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        <balance>339917.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352512.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP6626</title>
        <cusip>3140KELG1</cusip>
        <identifiers>
          <isin value="US3140KELG12"/>
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        <balance>4604349.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4611017.53000000</valUSD>
        <pctVal>0.027396297058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5079</title>
        <cusip>36179TUC7</cusip>
        <identifiers>
          <isin value="US36179TUC79"/>
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        <balance>1688380.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1811129.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0734</title>
        <cusip>31417YY84</cusip>
        <identifiers>
          <isin value="US31417YY843"/>
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        <balance>532693.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>580809.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 784443</title>
        <cusip>3622A25C2</cusip>
        <identifiers>
          <isin value="US3622A25C25"/>
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        <balance>2055992.40430000</balance>
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        <curCd>USD</curCd>
        <valUSD>2328841.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2086</title>
        <cusip>3138EJJ82</cusip>
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          <isin value="US3138EJJ822"/>
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        <balance>9805.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10282.98000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10900000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 3 12/21</title>
        <cusip>01F0304C9</cusip>
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          <isin value="US01F0304C94"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>680062.50000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5915</title>
        <cusip>3140X9SD8</cusip>
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          <isin value="US3140X9SD87"/>
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        <balance>2005089.42740000</balance>
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        <curCd>USD</curCd>
        <valUSD>2255756.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5764</title>
        <cusip>36179UMM1</cusip>
        <identifiers>
          <isin value="US36179UMM17"/>
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        <balance>2911247.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3134633.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7039</title>
        <cusip>3138WGZD9</cusip>
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          <isin value="US3138WGZD90"/>
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        <balance>1079465.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1179196.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4299</title>
        <cusip>3140QBX52</cusip>
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          <isin value="US3140QBX523"/>
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        <balance>3202292.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3324127.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745511</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01749</title>
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          <isin value="US31283H5J05"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 985634</title>
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          <isin value="US31415P4T21"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6715</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A89941</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR9198</title>
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          <isin value="US3138W7GG37"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6733</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0139</title>
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          <isin value="US36179MEL00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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          <isin value="US3138WQAY84"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01371</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3960</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2832</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5098</title>
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          <isin value="US3140J9UY53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8172</title>
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          <isin value="US3132DWCH43"/>
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        <curCd>USD</curCd>
        <valUSD>45084625.59000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA2102</title>
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          <isin value="US3140E6KQ42"/>
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        <curCd>USD</curCd>
        <valUSD>996362.89000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4723</title>
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          <isin value="US3140X8G924"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08796</title>
        <cusip>3128MJ3E8</cusip>
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          <isin value="US3128MJ3E82"/>
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        <curCd>USD</curCd>
        <valUSD>1927746.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0867</title>
        <cusip>3138EG6D1</cusip>
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          <isin value="US3138EG6D17"/>
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        <curCd>USD</curCd>
        <valUSD>76033.11000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9229</title>
        <cusip>3138ERHF0</cusip>
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          <isin value="US3138ERHF08"/>
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        <balance>1033210.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1113557.92000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2.5 12/21</title>
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          <isin value="US01F0226C40"/>
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        <curCd>USD</curCd>
        <valUSD>-59407975.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BK4740</title>
        <cusip>3140HJHS3</cusip>
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          <isin value="US3140HJHS30"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08818</title>
        <cusip>3128MJ4C1</cusip>
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          <isin value="US3128MJ4C18"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G03050</title>
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          <isin value="US3128M4WK51"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QBG55"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q10378</title>
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          <isin value="US3132HLM349"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4801</title>
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          <isin value="US36202FKN59"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN 256939</title>
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          <isin value="US31371NLU71"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AP4742</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG G01461</title>
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          <isin value="US31283HTS49"/>
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      <invstOrSec>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AB9203</title>
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          <isin value="US36178WGL72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VM985"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0911</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4330</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QA2226</title>
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          <isin value="US31334YPK72"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256803</title>
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          <isin value="US31371NGL38"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03202</title>
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          <isin value="US3128M43K77"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB0361</title>
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          <isin value="US3132CWMJ08"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2121</title>
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          <isin value="US31418BLB08"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05175</title>
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          <isin value="US3128M7CL85"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3805</title>
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          <isin value="US36179SGN18"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0543</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735502</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG V81760</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WBW73"/>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
        <title>FN FM7592</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0776</title>
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          <isin value="US31417Y2J56"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 931801</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888673</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT0405</title>
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          <isin value="US3132ACNW63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6542</title>
        <cusip>36179VHT0</cusip>
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          <isin value="US36179VHT08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL3734</title>
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          <isin value="US3138ELEG48"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08824</title>
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          <isin value="US3128MJ4J60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190396</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 903510</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18536</title>
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          <isin value="US3128MMS201"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735989</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179QD240"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <title>FG A95796</title>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G06409</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97046</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5135</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07195</title>
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          <isin value="US3128M9KG64"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1044</title>
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          <isin value="US31418AES33"/>
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        <curCd>USD</curCd>
        <valUSD>567272.37000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01435</title>
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          <isin value="US31292HSY17"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05080</title>
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          <isin value="US3128M66R49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01436</title>
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          <isin value="US31292HSZ81"/>
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        <balance>7380.99000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604285</title>
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          <isin value="US36200MJ612"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3899</title>
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          <isin value="US36202EKL29"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725220</title>
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          <isin value="US31402CVM18"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01534</title>
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          <isin value="US31283HV360"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AB7408</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9615</title>
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          <isin value="US3138WKVH52"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A86249</title>
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          <isin value="US3129325J17"/>
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        <balance>425094.13000000</balance>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04527</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0937</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3278</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725205</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5398</title>
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          <isin value="US36179T7K59"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04334</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS9487</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08692</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2549</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 487825</title>
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          <isin value="US36210B4J15"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36197DCZ96"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 701603</title>
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          <isin value="US36296UNU06"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3566</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4095</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AB6589</title>
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        <name>Ginnie Mae I Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <title>G2 MA1679</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FXC57"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO3659</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255767</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254199</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC8518</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93337</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA3956</title>
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          <isin value="US3140QBME51"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH5768</title>
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          <isin value="US3140GUMS39"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00730</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0918</title>
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          <isin value="US31418AAU25"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01644</title>
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          <isin value="US31283HZH10"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18571</title>
        <cusip>3128MMT52</cusip>
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          <isin value="US3128MMT522"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8183</title>
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          <isin value="US3132DWCU53"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3798</title>
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          <isin value="US31418DGG16"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2SF 2 12/21</title>
        <cusip>21H0206C4</cusip>
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          <isin value="US21H0206C48"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0627</title>
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          <isin value="US31419AVV69"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD8178</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4962</title>
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          <isin value="US36179TQP39"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2879</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08473</title>
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          <isin value="US3128MJQ375"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q41208</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61771</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18663</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0895</title>
        <cusip>31417Y7H4</cusip>
        <identifiers>
          <isin value="US31417Y7H46"/>
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        <balance>823378.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>883900.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995203</title>
        <cusip>31416BRY6</cusip>
        <identifiers>
          <isin value="US31416BRY64"/>
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        <balance>1507993.28180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1722228.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6081</title>
        <cusip>3138WFXK7</cusip>
        <identifiers>
          <isin value="US3138WFXK78"/>
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        <balance>72062.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76968.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 938805</title>
        <cusip>31412YNW8</cusip>
        <identifiers>
          <isin value="US31412YNW83"/>
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        <balance>10716.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12771.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8173</title>
        <cusip>3132DWCJ0</cusip>
        <identifiers>
          <isin value="US3132DWCJ09"/>
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        <balance>36531939.10400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37465300.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2577</title>
        <cusip>31418B2K1</cusip>
        <identifiers>
          <isin value="US31418B2K18"/>
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        <balance>7080.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7404.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4609</title>
        <cusip>31417BDP9</cusip>
        <identifiers>
          <isin value="US31417BDP94"/>
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        <balance>811341.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>884586.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2 12/21</title>
        <cusip>01F0206C8</cusip>
        <identifiers>
          <isin value="US01F0206C85"/>
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        <balance>-38350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-38379959.02000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0007</title>
        <cusip>36179MAG5</cusip>
        <identifiers>
          <isin value="US36179MAG50"/>
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        <balance>1444939.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1512465.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6527</title>
        <cusip>3138WGHD9</cusip>
        <identifiers>
          <isin value="US3138WGHD92"/>
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        <balance>795014.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851302.51000000</valUSD>
        <pctVal>0.005058002121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0828</title>
        <cusip>31419A4N4</cusip>
        <identifiers>
          <isin value="US31419A4N47"/>
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        <balance>2070194.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2234698.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC1591</title>
        <cusip>31417KXV4</cusip>
        <identifiers>
          <isin value="US31417KXV42"/>
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        <balance>48904.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56013.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2542</title>
        <cusip>31418BZG4</cusip>
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          <isin value="US31418BZG49"/>
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        <balance>515715.37000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6829</title>
        <cusip>3140XAST0</cusip>
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          <isin value="US3140XAST01"/>
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        <balance>5078106.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5625795.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD0442</title>
        <cusip>3140F7P45</cusip>
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          <isin value="US3140F7P457"/>
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        <balance>310212.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>329738.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254146</title>
        <cusip>31371KHX2</cusip>
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          <isin value="US31371KHX28"/>
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        <balance>115504.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>134924.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J38270</title>
        <cusip>31307VFK7</cusip>
        <identifiers>
          <isin value="US31307VFK70"/>
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        <balance>20372.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21165.78000000</valUSD>
        <pctVal>0.000125756189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI1937</title>
        <cusip>3138AFEK2</cusip>
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          <isin value="US3138AFEK28"/>
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        <balance>1136497.29000000</balance>
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        <curCd>USD</curCd>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02408</title>
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          <isin value="US3128M4AH60"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN AE6832</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM4635</title>
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        <name>Freddie Mac Pool</name>
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        <lei>N/A</lei>
        <title>FG G18531</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE4624</title>
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          <isin value="US31419FD602"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08046</title>
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          <isin value="US3128MJBQ29"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7313</title>
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          <isin value="US36179WDS44"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8064</title>
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          <isin value="US3132DV5Z40"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6262</title>
        <cusip>3138WF5Y8</cusip>
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          <isin value="US3138WF5Y82"/>
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        <curCd>USD</curCd>
        <valUSD>567382.76000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3309</title>
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          <isin value="US36179RVA49"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781633</title>
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          <isin value="US36225BY694"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ1441</title>
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          <isin value="US3138ASS780"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995838</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1947</title>
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          <isin value="US3140J6EV59"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW1004</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888474</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4751</title>
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          <isin value="US3140X8H591"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH9279</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5032</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179MNG14"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI9851</title>
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          <isin value="US3138AP5M65"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1724</title>
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          <isin value="US3140X44J21"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91324</title>
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          <isin value="US3128P7PH06"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q43259</title>
        <cusip>3132WGTR8</cusip>
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          <isin value="US3132WGTR80"/>
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        <balance>461580.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>492975.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08637</title>
        <cusip>3128MJV72</cusip>
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          <isin value="US3128MJV722"/>
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        <balance>725683.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>784556.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1838</title>
        <cusip>36179QBF7</cusip>
        <identifiers>
          <isin value="US36179QBF72"/>
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        <balance>441067.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>469503.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93511</title>
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          <isin value="US3129413U98"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 699759</title>
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          <isin value="US31400WMG23"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0208</title>
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          <isin value="US3138EGGS72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q52319</title>
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          <isin value="US3132XUSH92"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3394</title>
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          <isin value="US3138A4XY66"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888131</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06224</title>
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          <isin value="US3128M8G998"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1449</title>
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          <isin value="US36179NTE84"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08823</title>
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          <isin value="US3128MJ4H05"/>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <title>FG G04774</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4386</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1660</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781496</title>
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          <isin value="US36225BUV88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6004</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3870</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18569</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AT5990</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 725232</title>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2679</title>
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          <isin value="US36179Q6Q92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545819</title>
        <cusip>31385JK80</cusip>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Vanguard Cmt Funds-Vanguard Market Liquidity Fund</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI3417</title>
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          <isin value="US3138AGYP77"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ9232</title>
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          <isin value="US3140E2HJ32"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G02793</title>
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          <isin value="US3128M4NJ89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2737</title>
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          <isin value="US31418CBF05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3595</title>
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          <isin value="US36179R7G83"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01883</title>
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          <isin value="US3128LXCU25"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN 323862</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <title>FN AL6997</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08786</title>
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          <isin value="US3128MJ2U34"/>
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        <lei>N/A</lei>
        <title>FN 735402</title>
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          <couponKind>Fixed</couponKind>
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        <title>FN AK7766</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 254634</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4278</title>
        <cusip>31418DXG2</cusip>
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          <isin value="US31418DXG23"/>
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        <curCd>USD</curCd>
        <valUSD>21181379.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB0105</title>
        <cusip>3132CWDJ0</cusip>
        <identifiers>
          <isin value="US3132CWDJ09"/>
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        <balance>316856.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>328513.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8107</title>
        <cusip>3132DWAG8</cusip>
        <identifiers>
          <isin value="US3132DWAG87"/>
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        <balance>27643836.99870000</balance>
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        <curCd>USD</curCd>
        <valUSD>28342844.59000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18470</title>
        <cusip>3128MMQY2</cusip>
        <identifiers>
          <isin value="US3128MMQY27"/>
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        <balance>2643270.63510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2741168.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5876</title>
        <cusip>36179UQ54</cusip>
        <identifiers>
          <isin value="US36179UQ541"/>
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        <balance>10074250.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10685807.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G12868</title>
        <cusip>3128MBMR5</cusip>
        <identifiers>
          <isin value="US3128MBMR56"/>
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        <balance>214.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>217.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5232</title>
        <cusip>36202FY59</cusip>
        <identifiers>
          <isin value="US36202FY595"/>
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        <balance>720918.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783292.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 3.5 12/21</title>
        <cusip>01F0326C3</cusip>
        <identifiers>
          <isin value="US01F0326C31"/>
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        <balance>12075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12691957.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254766</title>
        <cusip>31371K6B2</cusip>
        <identifiers>
          <isin value="US31371K6B25"/>
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        <balance>863888.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>950797.50000000</valUSD>
        <pctVal>0.005649150232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91798</title>
        <cusip>3128P77K3</cusip>
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          <isin value="US3128P77K32"/>
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        <balance>674437.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>712521.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4769</title>
        <cusip>3132A5JN6</cusip>
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          <isin value="US3132A5JN69"/>
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        <balance>795042.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848633.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6038</title>
        <cusip>3140X9V85</cusip>
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          <isin value="US3140X9V855"/>
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        <balance>8680522.25560000</balance>
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        <curCd>USD</curCd>
        <valUSD>9306692.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6997</title>
        <cusip>36179VX21</cusip>
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          <isin value="US36179VX214"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781830</title>
        <cusip>36241KA73</cusip>
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          <isin value="US36241KA734"/>
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        <curCd>USD</curCd>
        <valUSD>292503.48000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5133</title>
        <cusip>3140X8V38</cusip>
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          <isin value="US3140X8V386"/>
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        <balance>13114291.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14044101.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A92269</title>
        <cusip>312940QW2</cusip>
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          <isin value="US312940QW22"/>
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        <balance>48763.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53540.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0221</title>
        <cusip>36179MG61</cusip>
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          <isin value="US36179MG614"/>
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        <balance>524249.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>565987.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08650</title>
        <cusip>3128MJWL0</cusip>
        <identifiers>
          <isin value="US3128MJWL03"/>
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        <balance>2951464.60000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555880</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB4937</title>
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        <lei>N/A</lei>
        <title>GN 782832</title>
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          <isin value="US36241LED47"/>
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        <curCd>USD</curCd>
        <valUSD>460372.34000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q00078</title>
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          <isin value="US3132GDCP50"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08882</title>
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          <isin value="US3128MJ6U97"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14813</title>
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          <isin value="US3128MDSA24"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3934</title>
        <cusip>3138WDLQ2</cusip>
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          <isin value="US3138WDLQ29"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX0833</title>
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          <isin value="US3138Y14T93"/>
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        <curCd>USD</curCd>
        <valUSD>1045720.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5822</title>
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          <isin value="US3140JAPG72"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8805</title>
        <cusip>3138ETYB6</cusip>
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          <isin value="US3138ETYB66"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0518</title>
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          <isin value="US31417YSG34"/>
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        <balance>71953.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6820</title>
        <cusip>36179VSH4</cusip>
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          <isin value="US36179VSH41"/>
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        <curCd>USD</curCd>
        <valUSD>19666738.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08702</title>
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          <isin value="US3128MJX884"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179TJW62"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07239</title>
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          <isin value="US3128M9LU40"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 745311</title>
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          <isin value="US3620C1AL07"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890755</title>
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          <isin value="US31410LTL61"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8211</title>
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          <isin value="US3138ETDR48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132AEB474"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783353</title>
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          <isin value="US36241LWN27"/>
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        <balance>96121.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110496.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL3429</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132DWBC64"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BK0909</title>
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          <isin value="US3140HEAK89"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6913</title>
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          <isin value="US3140XAVF69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4398</title>
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          <isin value="US31418D3G50"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07589</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08715</title>
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          <isin value="US3128MJYM67"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4777</title>
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          <isin value="US3132A5JW68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95257</title>
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          <isin value="US312943ZW69"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9869</title>
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          <isin value="US3138ER6F20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4718</title>
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          <isin value="US3132A5G331"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179NLC01"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL7118</title>
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          <isin value="US3138EP4C52"/>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13743</title>
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          <isin value="US3132HQEQ10"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN 535704</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <name>Freddie Mac Pool</name>
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        <title>FR RA1082</title>
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          <isin value="US3133KGFX16"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3414</title>
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          <isin value="US3140X6YL90"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4512</title>
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          <isin value="US36179TAM71"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3463</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 704480</title>
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          <isin value="US36296XUD47"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5400</title>
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          <isin value="US3138ENAA79"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3572</title>
        <cusip>36179R6H7</cusip>
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          <isin value="US36179R6H75"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM7731</title>
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          <isin value="US3131Y2SU31"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2243</title>
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          <isin value="US3138EJP514"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD3808</title>
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          <isin value="US31418RGS40"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3211</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 257452</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD7160</title>
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          <isin value="US3140FE5W05"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G60919</title>
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          <isin value="US31335BAU08"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS9585</title>
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          <isin value="US3138WKUK90"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07851</title>
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          <isin value="US3128MABU22"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG G01864</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RUF45"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA3240</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3216</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E09010</title>
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          <isin value="US31294UAK97"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BP1022</title>
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          <isin value="US3617L7D301"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179NFE31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Z50013</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB5716</title>
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          <isin value="US31417CK616"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9416</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08242</title>
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          <isin value="US3128MJHU76"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 952436</title>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN AA8386</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725425</title>
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          <isin value="US31402C4J86"/>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132A5GV13"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2705</title>
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          <isin value="US31418CAF14"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QB2462</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01820</title>
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          <isin value="US3128LXAV26"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5785</title>
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          <isin value="US3140JANB04"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02168</title>
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          <isin value="US3128LXMR85"/>
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        <curCd>USD</curCd>
        <valUSD>50295.05000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07031</title>
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          <isin value="US3128M9EC25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2471</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5020</title>
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          <isin value="US36179TSH94"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A97259</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS6473</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3053</title>
        <cusip>36202DMA6</cusip>
        <identifiers>
          <isin value="US36202DMA62"/>
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        <balance>2839.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3203.45000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO0487</title>
        <cusip>3138LQRH9</cusip>
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          <isin value="US3138LQRH97"/>
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        <curCd>USD</curCd>
        <valUSD>1915760.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA1584</title>
        <cusip>3133KGXM5</cusip>
        <identifiers>
          <isin value="US3133KGXM58"/>
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        <curCd>USD</curCd>
        <valUSD>2613595.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6840</title>
        <cusip>31417DS61</cusip>
        <identifiers>
          <isin value="US31417DS617"/>
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        <balance>243642.81310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253672.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3187</title>
        <cusip>31418CRH9</cusip>
        <identifiers>
          <isin value="US31418CRH96"/>
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        <balance>3414315.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3546246.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1459</title>
        <cusip>31418ATR9</cusip>
        <identifiers>
          <isin value="US31418ATR94"/>
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        <balance>5384419.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5685713.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14614</title>
        <cusip>3128MDK36</cusip>
        <identifiers>
          <isin value="US3128MDK363"/>
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        <balance>127551.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133871.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AV2925</title>
        <cusip>3138XEHB7</cusip>
        <identifiers>
          <isin value="US3138XEHB79"/>
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        <balance>107324.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113177.17000000</valUSD>
        <pctVal>0.000672440594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18818</title>
        <cusip>3128PYYP3</cusip>
        <identifiers>
          <isin value="US3128PYYP39"/>
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        <balance>3301707.06990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3423954.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 850283</title>
        <cusip>31408FUG2</cusip>
        <identifiers>
          <isin value="US31408FUG26"/>
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        <balance>7529.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8906.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI9827</title>
        <cusip>3138AP4M7</cusip>
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          <isin value="US3138AP4M74"/>
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        <balance>6357.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6619.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.15700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1287</title>
        <cusip>36179NNC8</cusip>
        <identifiers>
          <isin value="US36179NNC82"/>
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        <balance>2544501.61760000</balance>
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        <curCd>USD</curCd>
        <valUSD>2776977.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3611</title>
        <cusip>3138WDAM3</cusip>
        <identifiers>
          <isin value="US3138WDAM34"/>
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        <balance>717490.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>777712.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04773</title>
        <cusip>3128M6T65</cusip>
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          <isin value="US3128M6T656"/>
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        <balance>285114.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>311794.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT1776</title>
        <cusip>3132AD6M5</cusip>
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          <isin value="US3132AD6M55"/>
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        <balance>3817734.23000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5645</title>
        <cusip>3138WFHX7</cusip>
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          <isin value="US3138WFHX73"/>
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        <balance>977170.29000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J11210</title>
        <cusip>3128PQKX8</cusip>
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          <isin value="US3128PQKX84"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3952</title>
        <cusip>3138A5MA7</cusip>
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          <isin value="US3138A5MA74"/>
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        <balance>207198.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>225690.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH8835</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60440</title>
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          <isin value="US31335APZ56"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AA0466</title>
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          <isin value="US31416HQU22"/>
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        <curCd>USD</curCd>
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          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18581</title>
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          <isin value="US3128MMUF81"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9111</title>
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          <isin value="US3138ERDR81"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM1779</title>
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          <isin value="US3131XU6Q59"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4414</title>
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          <isin value="US31418D3Y66"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2806</title>
        <cusip>3138EKDL6</cusip>
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          <isin value="US3138EKDL68"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RC1887</title>
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          <isin value="US3133L8CY99"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18700</title>
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          <isin value="US3128MMX656"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1225</title>
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          <isin value="US36179NLE66"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01552</title>
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          <isin value="US31292HWM23"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FY751"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256311</title>
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          <isin value="US31371MVC80"/>
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          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6662</title>
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          <isin value="US3140XAML39"/>
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          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04591</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7099</title>
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          <isin value="US31417D3H44"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4263</title>
        <cusip>36179SWY9</cusip>
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          <isin value="US36179SWY98"/>
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        <payoffProfile>Long</payoffProfile>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890445</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 783292</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60855</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4418</title>
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          <isin value="US3140QB4C94"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR1196</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8073</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZS6674</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08771</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8650</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5115</title>
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        <title>FN 889624</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG J21160</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09007</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91875</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36297FWF51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04269</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FY835"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0499</title>
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          <isin value="US3138W9RV41"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08636</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA1037</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <isin value="US36179TUB96"/>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4754</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18565</title>
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          <isin value="US3128MMTX17"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08831</title>
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          <isin value="US3128MJ4R86"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2230</title>
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          <isin value="US31418BPQ31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <title>FG G08105</title>
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          <isin value="US3128MJDK31"/>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14490</title>
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          <isin value="US3128PT7B59"/>
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        <balance>967779.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1018710.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08353</title>
        <cusip>3128MJMB3</cusip>
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          <isin value="US3128MJMB31"/>
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        <balance>775754.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856509.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3706</title>
        <cusip>3138WDDL2</cusip>
        <identifiers>
          <isin value="US3138WDDL24"/>
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        <balance>483168.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523753.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 785311</title>
        <cusip>3622AAYG3</cusip>
        <identifiers>
          <isin value="US3622AAYG36"/>
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        <balance>2696548.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2777335.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91485</title>
        <cusip>3128P7UJ0</cusip>
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          <isin value="US3128P7UJ07"/>
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        <curCd>USD</curCd>
        <valUSD>502906.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03600</title>
        <cusip>31292K7M3</cusip>
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          <isin value="US31292K7M37"/>
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        <balance>116585.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125759.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7517</title>
        <cusip>31417EK75</cusip>
        <identifiers>
          <isin value="US31417EK752"/>
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        <balance>2940207.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3047988.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2572</title>
        <cusip>3140X52E2</cusip>
        <identifiers>
          <isin value="US3140X52E25"/>
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        <balance>3955356.77640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4095285.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91947</title>
        <cusip>312940EU9</cusip>
        <identifiers>
          <isin value="US312940EU93"/>
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        <balance>308405.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347153.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4125</title>
        <cusip>36179SSN8</cusip>
        <identifiers>
          <isin value="US36179SSN89"/>
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        <balance>3413898.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3508480.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783672</title>
        <cusip>3622A2CH3</cusip>
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          <isin value="US3622A2CH34"/>
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        <balance>267954.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287478.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX2530</title>
        <cusip>3138Y3Y47</cusip>
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          <isin value="US3138Y3Y475"/>
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        <balance>241532.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>260940.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J19197</title>
        <cusip>3128Q0GE1</cusip>
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          <isin value="US3128Q0GE13"/>
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        <balance>1583215.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1657367.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07784</title>
        <cusip>3128M96V9</cusip>
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          <isin value="US3128M96V96"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07026</title>
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          <isin value="US3128M9D746"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783035</title>
        <cusip>36241LLQ7</cusip>
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          <isin value="US36241LLQ76"/>
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        <balance>420192.08000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3933</title>
        <cusip>31418DLP5</cusip>
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          <isin value="US31418DLP59"/>
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        <balance>1402023.75100000</balance>
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        <curCd>USD</curCd>
        <valUSD>1448071.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08632</title>
        <cusip>3128MJV23</cusip>
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          <isin value="US3128MJV235"/>
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        <balance>1970978.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2105545.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 257048</title>
        <cusip>31371NP90</cusip>
        <identifiers>
          <isin value="US31371NP900"/>
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        <balance>2879.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3268.71000000</valUSD>
        <pctVal>0.000019420995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07924</title>
        <cusip>3128MAD55</cusip>
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          <isin value="US3128MAD554"/>
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        <balance>4992885.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5422519.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6287</title>
        <cusip>36179U6Y3</cusip>
        <identifiers>
          <isin value="US36179U6Y37"/>
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        <balance>386897.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>412761.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08051</title>
        <cusip>3128MJBV1</cusip>
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          <isin value="US3128MJBV14"/>
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        <balance>118380.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134351.38000000</valUSD>
        <pctVal>0.000798246871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2903</title>
        <cusip>31418CGM0</cusip>
        <identifiers>
          <isin value="US31418CGM01"/>
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        <balance>18761.16800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19690.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5762</title>
        <cusip>36179UMK5</cusip>
        <identifiers>
          <isin value="US36179UMK50"/>
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        <balance>3903213.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4118452.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5090</title>
        <cusip>3140J9UQ2</cusip>
        <identifiers>
          <isin value="US3140J9UQ20"/>
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        <balance>122150.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>135116.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH7620</title>
        <cusip>3138A9PE8</cusip>
        <identifiers>
          <isin value="US3138A9PE81"/>
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        <balance>66505.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73040.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6527</title>
        <cusip>3140XAHD7</cusip>
        <identifiers>
          <isin value="US3140XAHD77"/>
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        <balance>4916863.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5446592.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8509</title>
        <cusip>3132D6N22</cusip>
        <identifiers>
          <isin value="US3132D6N225"/>
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        <balance>15851661.36120000</balance>
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        <curCd>USD</curCd>
        <valUSD>16308862.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 436717</title>
        <cusip>36207NDW1</cusip>
        <identifiers>
          <isin value="US36207NDW11"/>
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        <balance>252697.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290563.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6942</title>
        <cusip>3138EPWC4</cusip>
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          <isin value="US3138EPWC46"/>
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        <balance>25535.34940000</balance>
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        <curCd>USD</curCd>
        <valUSD>26598.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1375</title>
        <cusip>36179NQ43</cusip>
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          <isin value="US36179NQ439"/>
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        <curCd>USD</curCd>
        <valUSD>479296.44000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91025</title>
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          <isin value="US312939D656"/>
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        <balance>80626.39000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3385</title>
        <cusip>3140J7XP5</cusip>
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          <isin value="US3140J7XP53"/>
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        <balance>3300173.79190000</balance>
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        <curCd>USD</curCd>
        <valUSD>3592787.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB5511</title>
        <cusip>31417CDR3</cusip>
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          <isin value="US31417CDR34"/>
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        <balance>609499.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>653394.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6154</title>
        <cusip>36179UZT2</cusip>
        <identifiers>
          <isin value="US36179UZT23"/>
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        <balance>2669307.97500000</balance>
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        <curCd>USD</curCd>
        <valUSD>2793032.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08601</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0949</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 562477</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN BM1042</title>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8067</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735676</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA0000</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL1222</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256309</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI1193</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1597</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4854</title>
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          <isin value="US3140X8MC85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202E6D69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93996</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB9774</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0243</title>
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          <isin value="US3140Q7HV27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09064</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5022</title>
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          <isin value="US36179TSK24"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AL5265</title>
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          <isin value="US36184BZ674"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4096</title>
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          <isin value="US31418DRS35"/>
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        <balance>38523095.95990000</balance>
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        <curCd>USD</curCd>
        <valUSD>39496000.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3976</title>
        <cusip>36202EMZ9</cusip>
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          <isin value="US36202EMZ96"/>
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        <balance>38375.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45179.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7797</title>
        <cusip>3140XBUX6</cusip>
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          <isin value="US3140XBUX67"/>
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        <balance>13088074.22700000</balance>
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        <curCd>USD</curCd>
        <valUSD>14225251.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3522</title>
        <cusip>31418C4G6</cusip>
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          <isin value="US31418C4G69"/>
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        <balance>1195033.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1282291.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5054</title>
        <cusip>3133KYTK5</cusip>
        <identifiers>
          <isin value="US3133KYTK54"/>
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        <balance>4029018.46100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4141582.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT1866</title>
        <cusip>3132AECB0</cusip>
        <identifiers>
          <isin value="US3132AECB02"/>
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        <balance>401231.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442217.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782562</title>
        <cusip>36241KZ35</cusip>
        <identifiers>
          <isin value="US36241KZ350"/>
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        <balance>239571.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275398.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2956</title>
        <cusip>31418CJA3</cusip>
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          <isin value="US31418CJA36"/>
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        <balance>4367858.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4559050.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2949</title>
        <cusip>3138EKH32</cusip>
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          <isin value="US3138EKH329"/>
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        <balance>48984.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51325.00000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87400000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4682</title>
        <cusip>3132A5FX8</cusip>
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          <isin value="US3132A5FX87"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4176</title>
        <cusip>3140X7UA5</cusip>
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          <isin value="US3140X7UA54"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5470</title>
        <cusip>3140X9CG8</cusip>
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          <isin value="US3140X9CG82"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA2523</title>
        <cusip>31329KYU2</cusip>
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          <isin value="US31329KYU23"/>
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        <balance>1143005.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1228162.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254007</title>
        <cusip>31371KDL2</cusip>
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          <isin value="US31371KDL26"/>
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        <balance>5249.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6116.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A61868</title>
        <cusip>3128KSCD2</cusip>
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          <isin value="US3128KSCD24"/>
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        <balance>27472.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30731.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU1661</title>
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        <title>FG G05911</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4922</title>
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          <isin value="US36202FPF70"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7537</title>
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          <isin value="US3132DVLS24"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8166</title>
        <cusip>3132DWCB7</cusip>
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          <isin value="US3132DWCB72"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91718</title>
        <cusip>3128P74B6</cusip>
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          <isin value="US3128P74B69"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0756</title>
        <cusip>36179MZV5</cusip>
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          <isin value="US36179MZV52"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783707</title>
        <cusip>3622A2DL3</cusip>
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          <isin value="US3622A2DL37"/>
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        <balance>46027.01030000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4780</title>
        <cusip>36179TJZ9</cusip>
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          <isin value="US36179TJZ93"/>
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        <curCd>USD</curCd>
        <valUSD>1197627.80000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3965</title>
        <cusip>3138WDMP3</cusip>
        <identifiers>
          <isin value="US3138WDMP37"/>
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        <balance>1846798.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2013201.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT1951</title>
        <cusip>3132AEEY8</cusip>
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          <isin value="US3132AEEY86"/>
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        <balance>60546.76870000</balance>
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        <curCd>USD</curCd>
        <valUSD>63616.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB0513</title>
        <cusip>31416VSB1</cusip>
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          <isin value="US31416VSB17"/>
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        <balance>27645.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31358.43000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2656</title>
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          <isin value="US3138EJ5S31"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4254</title>
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          <isin value="US31418DWQ14"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255814</title>
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          <isin value="US31371MDT18"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS8583</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN FM4297</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS3119</title>
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          <isin value="US3138WCPD96"/>
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        <balance>131217.72000000</balance>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8966</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO7729</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8004</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5181</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN BK4769</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179SQV24"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G05085</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3443</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ1415</title>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G60536</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE6643</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J16932</title>
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          <isin value="US3128PWVZ81"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2002</title>
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          <isin value="US3140J6GL59"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01741</title>
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          <isin value="US31283H5A95"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04587</title>
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          <isin value="US3128M6NC84"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08658</title>
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          <isin value="US3128MJWU02"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5330</title>
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          <isin value="US3140X84Q72"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE5508</title>
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          <isin value="US31419GDN16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04306</title>
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          <isin value="US31292LYB51"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QA8065</title>
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          <isin value="US3133A26A36"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC3014</title>
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          <isin value="US31417MK441"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN 995050</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AI8186</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179NH925"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60038</title>
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          <isin value="US31335ABF49"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FX928"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3676</title>
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          <isin value="US3140J8CN18"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3083</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18566</title>
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          <isin value="US3128MMTY99"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0331</title>
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          <isin value="US3138W9LM06"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6785</title>
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          <isin value="US31417DRF23"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8085</title>
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          <isin value="US3132DV6W00"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2806</title>
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          <isin value="US31418CDL54"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0428</title>
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          <isin value="US31417YPN12"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179DGB01"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889983</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD7504</title>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18540</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 848674</title>
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          <isin value="US31300LT707"/>
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        <balance>7480.62000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TLS23"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G06168</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3138EKQ403"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5244</title>
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          <isin value="US3140X8ZJ91"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1163</title>
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          <isin value="US3140X4JH06"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 848353</title>
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          <isin value="US31300LH652"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 908775</title>
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          <isin value="US31411HT833"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7523</title>
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          <isin value="US3132DVLC71"/>
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          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13205</title>
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          <isin value="US3132HPR224"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4488</title>
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          <isin value="US3140QB7A02"/>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132A4FW30"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3495</title>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G06893</title>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888560</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3148</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q11218</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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        <title>G2 MA5711</title>
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          <isin value="US36179UKY72"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 932864</title>
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          <isin value="US31412RMM69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR3892</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2652</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08660</title>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US3622A2X231"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2147</title>
        <cusip>36179QL41</cusip>
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          <isin value="US36179QL417"/>
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        <curCd>USD</curCd>
        <valUSD>754994.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1157</title>
        <cusip>36179NJA7</cusip>
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          <isin value="US36179NJA72"/>
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        <curCd>USD</curCd>
        <valUSD>4934337.10000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01443</title>
        <cusip>31292HS88</cusip>
        <identifiers>
          <isin value="US31292HS888"/>
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        <balance>334810.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390420.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2804</title>
        <cusip>3140X6DJ7</cusip>
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          <isin value="US3140X6DJ73"/>
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        <balance>4539017.29100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4786700.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3664</title>
        <cusip>36179SB97</cusip>
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          <isin value="US36179SB976"/>
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        <balance>174045.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>187684.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 1.5 12/21</title>
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        <identifiers>
          <isin value="US01F0124C76"/>
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        <balance>83336000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>83752680.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08479</title>
        <cusip>3128MJQ94</cusip>
        <identifiers>
          <isin value="US3128MJQ946"/>
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        <balance>1070625.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1147833.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2372</title>
        <cusip>36179QT50</cusip>
        <identifiers>
          <isin value="US36179QT501"/>
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        <curCd>USD</curCd>
        <valUSD>2897670.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3364</title>
        <cusip>3140J7W27</cusip>
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          <isin value="US3140J7W277"/>
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        <balance>1021619.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1060525.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4578</title>
        <cusip>36202FCP9</cusip>
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          <isin value="US36202FCP99"/>
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        <balance>352528.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>402068.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3584</title>
        <cusip>36202D6V8</cusip>
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          <isin value="US36202D6V85"/>
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        <balance>337943.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>388595.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05849</title>
        <cusip>3128M7ZN9</cusip>
        <identifiers>
          <isin value="US3128M7ZN94"/>
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        <balance>694137.94800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787414.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU3742</title>
        <cusip>3138X3EQ1</cusip>
        <identifiers>
          <isin value="US3138X3EQ13"/>
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        <balance>3603716.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3889099.54000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AD8781</title>
        <cusip>36180MXJ1</cusip>
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          <isin value="US36180MXJ16"/>
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        <balance>622315.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>651022.11000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8077</title>
        <cusip>3138EQ6P2</cusip>
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          <isin value="US3138EQ6P20"/>
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        <balance>918661.56000000</balance>
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        <valUSD>979663.63000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888890</title>
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          <isin value="US31410GRK12"/>
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        <balance>673927.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>785093.92000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6475</title>
        <cusip>36179VFQ8</cusip>
        <identifiers>
          <isin value="US36179VFQ86"/>
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        <balance>9713004.51090000</balance>
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        <curCd>USD</curCd>
        <valUSD>10163211.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08788</title>
        <cusip>3128MJ2W9</cusip>
        <identifiers>
          <isin value="US3128MJ2W99"/>
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        <balance>4665982.15000000</balance>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08670</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN AA6290</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G04913</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 256031</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G16724</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3073</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179M2Q20"/>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FN 888450</title>
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        <title>FN 949311</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6317</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4679</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1086</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179Q3H21"/>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18568</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5123</title>
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          <isin value="US3140X8VR53"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO0794</title>
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          <isin value="US3138LQ3C64"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08080</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4060</title>
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          <isin value="US3140X7QN22"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3902</title>
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          <isin value="US31418DKQ42"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA3321</title>
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          <isin value="US3140QAVP25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3468</title>
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          <isin value="US31418C2A18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8711</title>
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          <isin value="US3138WJVD75"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM6297</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4176</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A90768</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
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        <title>FNCI 2 12/21</title>
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          <isin value="US01F0204C04"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2781</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QYR63"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04690</title>
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          <isin value="US3128M6RK64"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3803</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3278</title>
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          <isin value="US3140X6UC38"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8510</title>
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          <isin value="US3132D6N308"/>
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        <balance>5094577.27700000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08469</title>
        <cusip>3128MJQX1</cusip>
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          <isin value="US3128MJQX15"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4043</title>
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          <isin value="US31418DP553"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7306</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4452</title>
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          <isin value="US36179S5M51"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC9096</title>
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          <isin value="US3140F5DA88"/>
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        <name>Freddie Mac Non Gold Pool</name>
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        <title>FH 1J1516</title>
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          <isin value="US3128NHVH35"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN FM3697</title>
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          <isin value="US3140X7DB21"/>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07977</title>
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          <isin value="US3128MAFS30"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-01</maturityDt>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15336</title>
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          <isin value="US3128MEEH06"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7049</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36241LUB07"/>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36296Q6K09"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2005</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FWD40"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13248</title>
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          <isin value="US3128MBZM23"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5875</title>
        <cusip>36179UQ47</cusip>
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          <isin value="US36179UQ475"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4899</title>
        <cusip>36179TNQ4</cusip>
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          <isin value="US36179TNQ49"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08830</title>
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          <isin value="US3128MJ4Q04"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888275</title>
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          <isin value="US31410F2G95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8084</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745154</title>
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          <isin value="US31403CZT16"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6070</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00658</title>
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          <isin value="US31292GWT92"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132GJKX62"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202EKB47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 785056</title>
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          <isin value="US3622AAQH01"/>
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        <balance>672631.00980000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91365</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60506</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2000</title>
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          <isin value="US3140J6GJ04"/>
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        <balance>7220674.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7656649.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY4200</title>
        <cusip>3138YHU24</cusip>
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          <isin value="US3138YHU243"/>
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        <balance>1212518.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1272414.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1B4681</title>
        <cusip>3128JQCT3</cusip>
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          <isin value="US3128JQCT39"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 736520</title>
        <cusip>3620AQG56</cusip>
        <identifiers>
          <isin value="US3620AQG562"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A75249</title>
        <cusip>3128L8ZN8</cusip>
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          <isin value="US3128L8ZN87"/>
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        <balance>147452.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165318.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3937</title>
        <cusip>31418DLT7</cusip>
        <identifiers>
          <isin value="US31418DLT71"/>
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        <balance>11820491.01030000</balance>
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        <curCd>USD</curCd>
        <valUSD>12269277.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G67712</title>
        <cusip>3132XCR98</cusip>
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          <isin value="US3132XCR989"/>
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        <balance>6891934.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7597153.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4031</title>
        <cusip>31418DPR7</cusip>
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          <isin value="US31418DPR79"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782557</title>
        <cusip>36241KZW1</cusip>
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          <isin value="US36241KZW16"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 720161</title>
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          <isin value="US3620A6B636"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 719232</title>
        <cusip>3620A5A90</cusip>
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          <isin value="US3620A5A903"/>
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        <balance>3069427.89000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256926</title>
        <cusip>31371NLF0</cusip>
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          <isin value="US31371NLF05"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4170</title>
        <cusip>36179ST31</cusip>
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          <isin value="US36179ST317"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4063</title>
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          <isin value="US31418DQR60"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1155</title>
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          <isin value="US3140X4H905"/>
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        <balance>6317906.16900000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <title>FG G08779</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255230</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AE7714</title>
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          <isin value="US36181BSB70"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9259</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RNW50"/>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FN AS8784</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256711</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95393</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BO8431</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6730</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZT2074</title>
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          <isin value="US3132AEJT47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3363</title>
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          <isin value="US31418CWZ30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1652</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2894</title>
        <cusip>36179RGB9</cusip>
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          <isin value="US36179RGB96"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725690</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08848</title>
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          <isin value="US3128MJ5J51"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5018</title>
        <cusip>36202FSF4</cusip>
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          <isin value="US36202FSF44"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SEJ24"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0286</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI3791</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5990</title>
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          <isin value="US3140X9UQ62"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4445</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AU7032</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18677</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9362</title>
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          <isin value="US3138MRML29"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <title>FN 256851</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08641</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SWW33"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4858</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7473</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS1101</title>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3818</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08554</title>
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          <isin value="US3128MJTL40"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3372</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08534</title>
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          <isin value="US3128MJSY79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3926</title>
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          <isin value="US3140J8LG65"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1996</title>
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          <isin value="US36179QGD79"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995023</title>
        <cusip>31416BLC0</cusip>
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          <isin value="US31416BLC09"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0797</title>
        <cusip>3138W93F5</cusip>
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          <isin value="US3138W93F53"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0030</title>
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          <isin value="US3138EGA876"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2224</title>
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          <isin value="US36179QPH82"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP3421</title>
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          <isin value="US3140KAYT73"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO9925</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AX2491</title>
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          <isin value="US3138Y3XV86"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3306</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL6615</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AI2128</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac Pool</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02482</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 848983</title>
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        <valUSD>14514.24000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US31283H4Z55"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18577</title>
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          <isin value="US3128MMUB77"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5616</title>
        <cusip>3138ENG29</cusip>
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          <isin value="US3138ENG291"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BR8881</title>
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          <isin value="US3140L72P63"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA1560</title>
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          <isin value="US3140Q8WW18"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745044</title>
        <cusip>31403CWD9</cusip>
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          <isin value="US31403CWD90"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3987</title>
        <cusip>31418DND0</cusip>
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          <isin value="US31418DND02"/>
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        <balance>3649292.61270000</balance>
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        <curCd>USD</curCd>
        <valUSD>3769136.11000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08838</title>
        <cusip>3128MJ4Y3</cusip>
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          <isin value="US3128MJ4Y38"/>
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        <balance>586782.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>648383.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5936</title>
        <cusip>3140X9S22</cusip>
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          <isin value="US3140X9S224"/>
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        <balance>8189721.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8649773.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18619</title>
        <cusip>3128MMVM2</cusip>
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          <isin value="US3128MMVM24"/>
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        <balance>3268365.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3396694.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2133</title>
        <cusip>3140X5LP6</cusip>
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          <isin value="US3140X5LP68"/>
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        <balance>4159027.95000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08699</title>
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          <isin value="US3128MJX546"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA4418</title>
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          <isin value="US3133KK4B29"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1401</title>
        <cusip>31418ARX8</cusip>
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          <isin value="US31418ARX80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6867</title>
        <cusip>36179VTY6</cusip>
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          <isin value="US36179VTY64"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 964874</title>
        <cusip>31414FMX6</cusip>
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          <isin value="US31414FMX68"/>
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        <balance>18639.90000000</balance>
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        <valUSD>21641.23000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3664</title>
        <cusip>36202EB99</cusip>
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          <isin value="US36202EB992"/>
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        <balance>50886.43000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9105</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5259</title>
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          <isin value="US36202FZY59"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202EW543"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07859</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1600</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3783</title>
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          <isin value="US3140X7FZ70"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01786</title>
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          <isin value="US31292H6X72"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2373</title>
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          <isin value="US36179QT683"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Freddie Mac Non Gold Pool</name>
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        <title>FH 848206</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J13585</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08451</title>
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          <isin value="US3128MJQD50"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995196</title>
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          <isin value="US31416BRR14"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4770</title>
        <cusip>36202FJP2</cusip>
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          <isin value="US36202FJP27"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01222</title>
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          <isin value="US31292HLB86"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93759</title>
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          <isin value="US312942E849"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5114</title>
        <cusip>36202FVF0</cusip>
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          <isin value="US36202FVF07"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3101</title>
        <cusip>31418CNT7</cusip>
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          <isin value="US31418CNT70"/>
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        <balance>2272581.71000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61582</title>
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          <isin value="US31335BXK78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY5643</title>
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          <isin value="US3138YKHV84"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8967</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4383</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0971</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AH1247</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18459</title>
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          <isin value="US3128MMQM88"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3803</title>
        <cusip>36179SGL5</cusip>
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          <isin value="US36179SGL51"/>
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        <curCd>USD</curCd>
        <valUSD>10074655.91000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2680</title>
        <cusip>36179Q6R7</cusip>
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          <isin value="US36179Q6R75"/>
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        <curCd>USD</curCd>
        <valUSD>614448.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5384</title>
        <cusip>3140X86W2</cusip>
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          <isin value="US3140X86W23"/>
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        <curCd>USD</curCd>
        <valUSD>1741196.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3052</title>
        <cusip>36202DL90</cusip>
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          <isin value="US36202DL902"/>
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        <curCd>USD</curCd>
        <valUSD>52649.48000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4126</title>
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          <isin value="US36179SSP38"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3936</title>
        <cusip>36179SLR6</cusip>
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          <isin value="US36179SLR66"/>
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        <curCd>USD</curCd>
        <valUSD>19830490.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05958</title>
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          <isin value="US3128M75T95"/>
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        <balance>2758569.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3116961.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4662</title>
        <cusip>3132A5FB6</cusip>
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          <isin value="US3132A5FB67"/>
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        <balance>645615.02880000</balance>
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        <curCd>USD</curCd>
        <valUSD>675105.37000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 738882</title>
        <cusip>3620AS2P3</cusip>
        <identifiers>
          <isin value="US3620AS2P33"/>
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        <balance>256074.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>277811.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 2 12/21</title>
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          <isin value="US01F0204C04"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX5316</title>
        <cusip>3138Y64A9</cusip>
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          <isin value="US3138Y64A93"/>
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        <balance>754886.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>828876.97000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4019</title>
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          <isin value="US31418DPD83"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD2342</title>
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          <isin value="US31418PS890"/>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132DVLR41"/>
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        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7310</title>
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          <isin value="US36179WDP05"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1308</title>
        <cusip>3138EHN24</cusip>
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          <isin value="US3138EHN240"/>
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        <balance>97349.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112469.32000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60899</title>
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          <isin value="US31335A7L69"/>
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        <balance>310040.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341641.34000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04331</title>
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          <isin value="US3128M6EC85"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782998</title>
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          <isin value="US36241LKK16"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08168</title>
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          <isin value="US3128MJFJ40"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05030</title>
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          <isin value="US3128M64P01"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6306</title>
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          <isin value="US3138EPAG97"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q54334</title>
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          <isin value="US3132XWY884"/>
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        <balance>2295706.90000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BA0938</title>
        <cusip>3617ADBF4</cusip>
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          <isin value="US3617ADBF46"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5279</title>
        <cusip>36202F2L9</cusip>
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          <isin value="US36202F2L94"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3804</title>
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          <isin value="US36179SGM35"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723434</title>
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          <isin value="US3620A9V323"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4170</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2929</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0658</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08678</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01491</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31371MEP86"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132A9UP01"/>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132DV3Z67"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5085</title>
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          <isin value="US3133KYUJ62"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VSF84"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0908</title>
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          <isin value="US31418AAJ79"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07925</title>
        <cusip>3128MAD63</cusip>
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          <isin value="US3128MAD638"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7069</title>
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          <isin value="US31417D2B82"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8056</title>
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          <isin value="US3132DV5R24"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05342</title>
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          <isin value="US3128M7HT66"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08836</title>
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          <isin value="US3128MJ4W71"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RQ364"/>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4111</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00742</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9990</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AA7681</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91606</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889150</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2874</title>
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          <isin value="US3140X6FQ98"/>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08515</title>
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          <isin value="US3128MJSD33"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WLN64"/>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>FG G08499</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM7467</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4483</title>
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          <isin value="US31417A6V64"/>
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        <balance>374691.46000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13746</title>
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          <isin value="US3128MCL371"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08521</title>
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          <isin value="US3128MJSK75"/>
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        <valUSD>541175.28000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD4469</title>
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          <isin value="US31418R6F33"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08766</title>
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          <isin value="US3128MJZ863"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08563</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18628</title>
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          <isin value="US3128MMVW06"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745398</title>
        <cusip>31403DDB2</cusip>
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          <isin value="US31403DDB29"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3745</title>
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          <isin value="US31418DET54"/>
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        <curCd>USD</curCd>
        <valUSD>4690812.54000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA2882</title>
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          <isin value="US3140E7FY14"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4772</title>
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          <isin value="US3140X8JS74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03565</title>
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          <isin value="US31292K6A08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3286</title>
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          <isin value="US3140J7UL76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 50636</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2641</title>
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          <isin value="US31418B5B81"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08623</title>
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          <isin value="US3128MJVR81"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179TCW36"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RJF73"/>
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        <valUSD>3961056.94000000</valUSD>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SD8063</title>
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          <isin value="US3132DV5Y74"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08849</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RD974"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE7731</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7545</title>
        <cusip>3138WHL34</cusip>
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          <isin value="US3138WHL345"/>
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        <balance>353950.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373944.08000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782350</title>
        <cusip>36241KTF5</cusip>
        <identifiers>
          <isin value="US36241KTF56"/>
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        <balance>8276.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9480.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90993</title>
        <cusip>3128P7C68</cusip>
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          <isin value="US3128P7C681"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0238</title>
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          <isin value="US3138EGHQ08"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J17969</title>
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          <isin value="US3128PX2A32"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH9055</title>
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          <isin value="US3138ABBZ10"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1849</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J16400</title>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 428124</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179SJS77"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS8665</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI9873</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 254846</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO2975</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1475</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FUE41"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3371</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD6166</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW5063</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3131X8SJ65"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7135</title>
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          <isin value="US36179V4U15"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A39735</title>
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          <isin value="US31297VY852"/>
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        <balance>15661.15000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3467</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1158</title>
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          <isin value="US36179NJB55"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888566</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4018</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 BX8557</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3692</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782623</title>
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          <isin value="US36241K4G06"/>
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        <balance>259130.53000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <title>FN AU4279</title>
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        <title>FN AL2860</title>
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          <couponKind>Fixed</couponKind>
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        <title>FN BJ3905</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A94604</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5138</title>
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          <isin value="US36179TV774"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1677</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US3620ASK818"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN MA2474</title>
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        <title>FN MA3312</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2149</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4977</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C92031</title>
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          <isin value="US3128P8HG97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB7937</title>
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          <isin value="US31417EZB00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190370</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08537</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA1132</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3802</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FZZ25"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6137</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BN1628</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01553</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4720</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Non Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 993076</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4794</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08544</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG C91843</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8511</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G04983</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SQW07"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS8557</title>
        <cusip>3132A9QJ9</cusip>
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          <isin value="US3132A9QJ96"/>
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        <curCd>USD</curCd>
        <valUSD>215807.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3600</title>
        <cusip>36179R7M5</cusip>
        <identifiers>
          <isin value="US36179R7M51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>943496.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD8951</title>
        <cusip>3140FG5M7</cusip>
        <identifiers>
          <isin value="US3140FG5M77"/>
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        <balance>251103.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262546.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0695</title>
        <cusip>31417YXZ5</cusip>
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          <isin value="US31417YXZ59"/>
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        <balance>638937.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692667.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91370</title>
        <cusip>3128P7QX4</cusip>
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          <isin value="US3128P7QX47"/>
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        <balance>517410.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>564987.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08710</title>
        <cusip>3128MJYG9</cusip>
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          <isin value="US3128MJYG99"/>
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        <balance>7591486.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7940284.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7515</title>
        <cusip>3132DVK46</cusip>
        <identifiers>
          <isin value="US3132DVK465"/>
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        <balance>10486103.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11187023.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6204</title>
        <cusip>3138WF3N4</cusip>
        <identifiers>
          <isin value="US3138WF3N46"/>
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        <balance>134145.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143223.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254982</title>
        <cusip>31371LFX2</cusip>
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          <isin value="US31371LFX29"/>
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        <balance>78342.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89639.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07117</title>
        <cusip>3128M9G22</cusip>
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          <isin value="US3128M9G228"/>
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        <balance>3453914.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4071863.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A37876</title>
        <cusip>31297TXD0</cusip>
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          <isin value="US31297TXD08"/>
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        <balance>9987.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11339.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU3794</title>
        <cusip>3138X3GC0</cusip>
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          <isin value="US3138X3GC09"/>
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        <balance>540127.41000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6409</title>
        <cusip>36179VDN7</cusip>
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          <isin value="US36179VDN73"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD4927</title>
        <cusip>31418SPM5</cusip>
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          <isin value="US31418SPM51"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4723</title>
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          <isin value="US3132A5G828"/>
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        <balance>723691.07680000</balance>
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        <valUSD>782315.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2671</title>
        <cusip>31418B6H4</cusip>
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          <isin value="US31418B6H43"/>
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        <balance>1339452.30000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J10361</title>
        <cusip>3128PPMJ9</cusip>
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          <isin value="US3128PPMJ99"/>
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        <balance>1037.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1080.61000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8678</title>
        <cusip>3138WJUC0</cusip>
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          <isin value="US3138WJUC02"/>
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        <curCd>USD</curCd>
        <valUSD>113675.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3440</title>
        <cusip>3140X6ZE4</cusip>
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          <isin value="US3140X6ZE49"/>
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        <balance>1196607.87500000</balance>
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        <curCd>USD</curCd>
        <valUSD>1237422.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT0542</title>
        <cusip>3132ACS76</cusip>
        <identifiers>
          <isin value="US3132ACS761"/>
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        <balance>6822154.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7466009.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5594</title>
        <cusip>36179UGB2</cusip>
        <identifiers>
          <isin value="US36179UGB26"/>
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        <balance>563361.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594464.55000000</valUSD>
        <pctVal>0.003532002924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0699</title>
        <cusip>36179MX47</cusip>
        <identifiers>
          <isin value="US36179MX478"/>
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        <balance>3706938.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3946723.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782526</title>
        <cusip>36241KYX0</cusip>
        <identifiers>
          <isin value="US36241KYX08"/>
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        <balance>355081.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408321.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5280</title>
        <cusip>36202F2M7</cusip>
        <identifiers>
          <isin value="US36202F2M77"/>
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        <balance>3801084.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4103754.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6515</title>
        <cusip>3138WGGZ1</cusip>
        <identifiers>
          <isin value="US3138WGGZ14"/>
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        <balance>775936.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>837881.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7117</title>
        <cusip>3138EP4B7</cusip>
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          <isin value="US3138EP4B79"/>
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        <balance>402412.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>446219.52000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7075</title>
        <cusip>3138EP2H6</cusip>
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          <isin value="US3138EP2H67"/>
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        <curCd>USD</curCd>
        <valUSD>220552.14000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2050</title>
        <cusip>3140X5H48</cusip>
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          <isin value="US3140X5H480"/>
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        <balance>11858201.73910000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03479</title>
        <cusip>31292K2L0</cusip>
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          <isin value="US31292K2L09"/>
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        <balance>162279.28000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18434</title>
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          <isin value="US3128MMPU14"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2907</title>
        <cusip>31418CGR9</cusip>
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          <isin value="US31418CGR97"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2911</title>
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          <isin value="US31418CGV00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7731</title>
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          <isin value="US31417ESV47"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4290</title>
        <cusip>3138X3XU1</cusip>
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          <isin value="US3138X3XU14"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G67702</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QRX15"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AN3040</title>
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          <isin value="US36185SLV96"/>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91417</title>
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          <isin value="US3128P7SE48"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01317</title>
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          <isin value="US31283HPA76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH9392</title>
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          <isin value="US3140GYNJ43"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01418</title>
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          <isin value="US31292HSF28"/>
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        <balance>663571.62950000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5520</title>
        <cusip>3140JAD21</cusip>
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          <isin value="US3140JAD217"/>
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        <balance>7476393.80500000</balance>
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        <curCd>USD</curCd>
        <valUSD>8046149.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02744</title>
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          <isin value="US3128M4LZ40"/>
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        <curCd>USD</curCd>
        <valUSD>63282.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4106</title>
        <cusip>31418DR46</cusip>
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          <isin value="US31418DR468"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4697</title>
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          <isin value="US36202FGE07"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 726414</title>
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          <isin value="US3620ADAP73"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6042</title>
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          <isin value="US36179UWB42"/>
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          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6397</title>
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          <isin value="US3138WGDB72"/>
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        <balance>165693.03000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <isin value="US3138WHXU17"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J19187</title>
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          <isin value="US3128Q0F449"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4963</title>
        <cusip>36179TQQ1</cusip>
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          <isin value="US36179TQQ12"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 741372</title>
        <cusip>3620AVT51</cusip>
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          <isin value="US3620AVT516"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD3986</title>
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          <isin value="US3140FBNC06"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 4 12/21</title>
        <cusip>01F0406C6</cusip>
        <identifiers>
          <isin value="US01F0406C67"/>
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        <balance>6725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7164226.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4999</title>
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          <isin value="US3138WERV33"/>
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        <curCd>USD</curCd>
        <valUSD>139030.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5560</title>
        <cusip>3140X9FA8</cusip>
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          <isin value="US3140X9FA85"/>
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        <curCd>USD</curCd>
        <valUSD>191789.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6521</title>
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          <isin value="US3140XAG716"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK6784</title>
        <cusip>3138EBRE7</cusip>
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          <isin value="US3138EBRE70"/>
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        <curCd>USD</curCd>
        <valUSD>1249960.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6819</title>
        <cusip>36179VSG6</cusip>
        <identifiers>
          <isin value="US36179VSG67"/>
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        <balance>55066262.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56586730.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX2566</title>
        <cusip>3138Y3Z87</cusip>
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          <isin value="US3138Y3Z878"/>
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        <balance>1010128.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1095034.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8007</title>
        <cusip>3132DV3Q6</cusip>
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          <isin value="US3132DV3Q68"/>
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        <balance>2211842.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2379259.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY3407</title>
        <cusip>3138YGYD8</cusip>
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          <isin value="US3138YGYD81"/>
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        <curCd>USD</curCd>
        <valUSD>29117.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4059</title>
        <cusip>36202EQL6</cusip>
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          <isin value="US36202EQL64"/>
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        <balance>10739.94000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745418</title>
        <cusip>31403DDX4</cusip>
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          <isin value="US31403DDX49"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08558</title>
        <cusip>3128MJTQ3</cusip>
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          <isin value="US3128MJTQ37"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03520</title>
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          <isin value="US31292K4D64"/>
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        <balance>628522.45000000</balance>
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        <valUSD>687230.16000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO5540</title>
        <cusip>3138LWEN7</cusip>
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          <isin value="US3138LWEN70"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09015</title>
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          <isin value="US31292SAQ30"/>
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        <balance>3089679.62000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14924</title>
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          <isin value="US3128PUPH91"/>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5312</title>
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          <isin value="US36202F3V67"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13187</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO2970</title>
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          <isin value="US3138LTJQ28"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5115</title>
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          <isin value="US3140J9VH12"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783718</title>
        <cusip>3622A2DX7</cusip>
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          <isin value="US3622A2DX74"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03696</title>
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          <isin value="US3128M5NM83"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889595</title>
        <cusip>31410KKG8</cusip>
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          <isin value="US31410KKG84"/>
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        <balance>23399.69000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4026</title>
        <cusip>31418DPL0</cusip>
        <identifiers>
          <isin value="US31418DPL00"/>
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        <balance>4260747.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4533194.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 744060</title>
        <cusip>3620AYTR7</cusip>
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          <isin value="US3620AYTR75"/>
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        <balance>6197.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6503.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1064</title>
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          <isin value="US36179NFD57"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4636</title>
        <cusip>36202FEH5</cusip>
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          <isin value="US36202FEH55"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1204</title>
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          <isin value="US31418AKS68"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4902</title>
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          <isin value="US36179TNT87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95084</title>
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          <isin value="US312943UH48"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02746</title>
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          <isin value="US31294MBP59"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4511</title>
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          <isin value="US36179TAL98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA4214</title>
        <cusip>3133KKVF3</cusip>
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          <isin value="US3133KKVF38"/>
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        <balance>5365149.98000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2SF 2 12/21</title>
        <cusip>21H0206C4</cusip>
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          <isin value="US21H0206C48"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08698</title>
        <cusip>3128MJX47</cusip>
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          <isin value="US3128MJX470"/>
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        <balance>3882123.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4128151.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08635</title>
        <cusip>3128MJV56</cusip>
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          <isin value="US3128MJV565"/>
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        <curCd>USD</curCd>
        <valUSD>1836777.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545762</title>
        <cusip>31385JJF6</cusip>
        <identifiers>
          <isin value="US31385JJF66"/>
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        <balance>263677.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307100.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18692</title>
        <cusip>3128MMXW8</cusip>
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          <isin value="US3128MMXW87"/>
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        <balance>3182558.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3363942.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J36173</title>
        <cusip>31307S2E2</cusip>
        <identifiers>
          <isin value="US31307S2E23"/>
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        <balance>152242.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158188.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4291</title>
        <cusip>36202EXU8</cusip>
        <identifiers>
          <isin value="US36202EXU80"/>
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        <balance>481873.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564129.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3903</title>
        <cusip>3138WDKR1</cusip>
        <identifiers>
          <isin value="US3138WDKR11"/>
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        <balance>416910.83900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>454305.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0752</title>
        <cusip>3138W9ZS2</cusip>
        <identifiers>
          <isin value="US3138W9ZS20"/>
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        <balance>1346416.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1380975.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4713</title>
        <cusip>36202FGW0</cusip>
        <identifiers>
          <isin value="US36202FGW05"/>
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        <balance>715652.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>786996.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783217</title>
        <cusip>36241LSE7</cusip>
        <identifiers>
          <isin value="US36241LSE73"/>
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        <balance>297734.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>342532.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01953</title>
        <cusip>3128LXE22</cusip>
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          <isin value="US3128LXE226"/>
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        <balance>35969.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39505.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3979</title>
        <cusip>36179SM46</cusip>
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          <isin value="US36179SM460"/>
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        <balance>296736.24000000</balance>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2549</title>
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          <isin value="US3140X5ZP13"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7510</title>
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          <isin value="US3132DVKX28"/>
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        <balance>8397056.40000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4415</title>
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          <isin value="US31418D3Z32"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31418DJK90"/>
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        <balance>2184959.68600000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5066</title>
        <cusip>3133KYTX7</cusip>
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          <isin value="US3133KYTX75"/>
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        <balance>1057901.12880000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01840</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5806</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3774</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0303</title>
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          <isin value="US3138W9KR02"/>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US01F0306C76"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E09025</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5022</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735061</title>
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          <isin value="US31402QTS02"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179UEA60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3869</title>
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          <isin value="US3140X7JP52"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3385</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01391</title>
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          <isin value="US31283HRL14"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3037</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL0527</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G07277</title>
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          <isin value="US3128M9M259"/>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ2953</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8483</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18312</title>
        <cusip>3128MMK28</cusip>
        <identifiers>
          <isin value="US3128MMK281"/>
        </identifiers>
        <balance>222348.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231126.49000000</valUSD>
        <pctVal>0.001373234852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3522</title>
        <cusip>36179R4F3</cusip>
        <identifiers>
          <isin value="US36179R4F38"/>
        </identifiers>
        <balance>3968338.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4282745.42000000</valUSD>
        <pctVal>0.025445872844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18716</title>
        <cusip>3128MMYN7</cusip>
        <identifiers>
          <isin value="US3128MMYN79"/>
        </identifiers>
        <balance>1906391.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2015132.93000000</valUSD>
        <pctVal>0.011972884510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6613</title>
        <cusip>3138EPK37</cusip>
        <identifiers>
          <isin value="US3138EPK371"/>
        </identifiers>
        <balance>12069718.71700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12545202.87000000</valUSD>
        <pctVal>0.074537149825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06493</title>
        <cusip>3128M8RN6</cusip>
        <identifiers>
          <isin value="US3128M8RN69"/>
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        <balance>38476.99100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41709.61000000</valUSD>
        <pctVal>0.000247817072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15027</title>
        <cusip>3128MDYY3</cusip>
        <identifiers>
          <isin value="US3128MDYY36"/>
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        <balance>88782.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93233.63000000</valUSD>
        <pctVal>0.000553946326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7580</title>
        <cusip>3140XBM64</cusip>
        <identifiers>
          <isin value="US3140XBM647"/>
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        <balance>12297494.76010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13056049.74000000</valUSD>
        <pctVal>0.077572339457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18518</title>
        <cusip>3128MMSG9</cusip>
        <identifiers>
          <isin value="US3128MMSG92"/>
        </identifiers>
        <balance>420022.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440239.98000000</valUSD>
        <pctVal>0.002615679769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5203</title>
        <cusip>36202FX84</cusip>
        <identifiers>
          <isin value="US36202FX845"/>
        </identifiers>
        <balance>1161338.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1253729.08000000</valUSD>
        <pctVal>0.007449014037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 783418</title>
        <cusip>36241LYP5</cusip>
        <identifiers>
          <isin value="US36241LYP56"/>
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        <balance>651799.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>708153.15000000</valUSD>
        <pctVal>0.004207482173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH0943</title>
        <cusip>3138A2BM0</cusip>
        <identifiers>
          <isin value="US3138A2BM01"/>
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        <balance>1001541.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102959.29000000</valUSD>
        <pctVal>0.006553217409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3961</title>
        <cusip>31418DMK5</cusip>
        <identifiers>
          <isin value="US31418DMK53"/>
        </identifiers>
        <balance>5303680.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5572587.10000000</valUSD>
        <pctVal>0.033109449396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q50109</title>
        <cusip>3132XSDP2</cusip>
        <identifiers>
          <isin value="US3132XSDP28"/>
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        <balance>474055.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501409.64000000</valUSD>
        <pctVal>0.002979118460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6014</title>
        <cusip>3138WFVG8</cusip>
        <identifiers>
          <isin value="US3138WFVG84"/>
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        <balance>463894.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513227.61000000</valUSD>
        <pctVal>0.003049334766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 701857</title>
        <cusip>36296UWS5</cusip>
        <identifiers>
          <isin value="US36296UWS58"/>
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        <balance>229921.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262075.43000000</valUSD>
        <pctVal>0.001557117552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4853</title>
        <cusip>36202FMA1</cusip>
        <identifiers>
          <isin value="US36202FMA11"/>
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        <balance>1503551.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1650731.35000000</valUSD>
        <pctVal>0.009807797548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5258</title>
        <cusip>36202FZX7</cusip>
        <identifiers>
          <isin value="US36202FZX76"/>
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        <balance>3602275.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3886377.79000000</valUSD>
        <pctVal>0.023090860037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J21208</title>
        <cusip>31306YKV2</cusip>
        <identifiers>
          <isin value="US31306YKV29"/>
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        <balance>173325.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179745.89000000</valUSD>
        <pctVal>0.001067957726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0981</title>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8001</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179SNV50"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL2816</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 604964</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01725</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E04360</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4233</title>
        <cusip>31418DV33</cusip>
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          <isin value="US31418DV338"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888129</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2006</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 893511</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179WLP13"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA1083</title>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08666</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745347</title>
        <cusip>31403DBQ1</cusip>
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          <isin value="US31403DBQ16"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2901</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7051</title>
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          <isin value="US36179VZQ66"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB9171</title>
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          <isin value="US31417GFM33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08728</title>
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          <isin value="US3128MJY205"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 724275</title>
        <cusip>3620AAT81</cusip>
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          <isin value="US3620AAT817"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889109</title>
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          <isin value="US31410GYE78"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6038</title>
        <cusip>36179UV74</cusip>
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          <isin value="US36179UV749"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8020</title>
        <cusip>3132D54D1</cusip>
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          <isin value="US3132D54D10"/>
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        <balance>2939998.10470000</balance>
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        <curCd>USD</curCd>
        <valUSD>3047420.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97294</title>
        <cusip>312946C79</cusip>
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          <isin value="US312946C794"/>
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        <balance>725098.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>791794.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3693</title>
        <cusip>31418DC75</cusip>
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          <isin value="US31418DC759"/>
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        <balance>3164550.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3370614.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 783038</title>
        <cusip>36241LLT1</cusip>
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          <isin value="US36241LLT16"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08726</title>
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          <isin value="US3128MJYY06"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A67036</title>
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          <isin value="US3128KXY960"/>
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        <balance>20301.57000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09031</title>
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          <isin value="US31292SA834"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4049</title>
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          <isin value="US31418DQB19"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9424</title>
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          <isin value="US3138ERPJ38"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13072</title>
        <cusip>3128MBT56</cusip>
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          <isin value="US3128MBT566"/>
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        <balance>527.17000000</balance>
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        <valUSD>541.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J03994</title>
        <cusip>3128PFNK7</cusip>
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          <isin value="US3128PFNK71"/>
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        <balance>32.66000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254198</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7532</title>
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          <isin value="US36179WLM81"/>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 706459</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <lei>N/A</lei>
        <title>FN AS9980</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4864</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM2373</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6043</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9394</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132DMHH16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3409</title>
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          <isin value="US31418CYF57"/>
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        <curCd>USD</curCd>
        <valUSD>211319.61000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6323</title>
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          <isin value="US3138WGAZ77"/>
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        <valUSD>150263.80000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91858</title>
        <cusip>3128P8B34</cusip>
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          <isin value="US3128P8B343"/>
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        <curCd>USD</curCd>
        <valUSD>663971.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4599</title>
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          <isin value="US36202FDC77"/>
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        <curCd>USD</curCd>
        <valUSD>580580.16000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AL5247</title>
        <cusip>36184BZL4</cusip>
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          <isin value="US36184BZL43"/>
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        <balance>691789.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>729533.30000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ5688</title>
        <cusip>3138YXKA2</cusip>
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          <isin value="US3138YXKA22"/>
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        <curCd>USD</curCd>
        <valUSD>1000231.31000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4616</title>
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          <isin value="US3140X8DW41"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8147</title>
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          <isin value="US3132DWBQ50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2138</title>
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          <isin value="US31418BLU88"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE5776</title>
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          <isin value="US31419GM270"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J13166</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08669</title>
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          <isin value="US3128MJW712"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG V80161</title>
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          <isin value="US3132L5FA65"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18707</title>
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          <isin value="US3128MMYD97"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2320</title>
        <cusip>31418BSJ6</cusip>
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          <isin value="US31418BSJ60"/>
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        <balance>1332708.01250000</balance>
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        <title>FG G07961</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3215</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-01</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG V81296</title>
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          <isin value="US3132L6NM94"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2743</title>
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          <isin value="US3140X6BM21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4123</title>
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          <isin value="US31418DSM55"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07921</title>
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          <isin value="US3128MAD224"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60564</title>
        <cusip>31335ATV0</cusip>
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          <isin value="US31335ATV07"/>
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        <balance>472340.50000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3778</title>
        <cusip>36179SFT9</cusip>
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          <isin value="US36179SFT96"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2782</title>
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          <isin value="US3138EKCU76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 711076</title>
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          <isin value="US36297F6M99"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18622</title>
        <cusip>3128MMVQ3</cusip>
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          <isin value="US3128MMVQ38"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6821</title>
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          <isin value="US36179VSJ07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08062</title>
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          <isin value="US3128MJB823"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08776</title>
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          <isin value="US3128MJ2J88"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1028</title>
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          <isin value="US31418AEA25"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08800</title>
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          <isin value="US3128MJ3J79"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61006</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179WG449"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-06-20</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8270</title>
        <cusip>3138WJFL7</cusip>
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          <isin value="US3138WJFL75"/>
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        <balance>1088726.63000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI4815</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 785098</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6065</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745355</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G14999</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6181</title>
        <cusip>3138WF2P0</cusip>
        <identifiers>
          <isin value="US3138WF2P03"/>
        </identifiers>
        <balance>723111.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758825.98000000</valUSD>
        <pctVal>0.004508554094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03478</title>
        <cusip>31292K2K2</cusip>
        <identifiers>
          <isin value="US31292K2K26"/>
        </identifiers>
        <balance>558175.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612728.21000000</valUSD>
        <pctVal>0.003640516208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH8953</title>
        <cusip>3138AA5P2</cusip>
        <identifiers>
          <isin value="US3138AA5P23"/>
        </identifiers>
        <balance>17224.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18070.48000000</valUSD>
        <pctVal>0.000107365507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.20500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4412</title>
        <cusip>31418D3W0</cusip>
        <identifiers>
          <isin value="US31418D3W01"/>
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        <balance>206411.50180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199715.66000000</valUSD>
        <pctVal>0.001186607839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5091</title>
        <cusip>3133KYUQ0</cusip>
        <identifiers>
          <isin value="US3133KYUQ06"/>
        </identifiers>
        <balance>1017350.62570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1051020.76000000</valUSD>
        <pctVal>0.006244625349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 942980</title>
        <cusip>31413ECR4</cusip>
        <identifiers>
          <isin value="US31413ECR45"/>
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        <balance>2045.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2435.01000000</valUSD>
        <pctVal>0.000014467578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9736</title>
        <cusip>3138WKZA6</cusip>
        <identifiers>
          <isin value="US3138WKZA63"/>
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        <balance>1378270.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1549869.20000000</valUSD>
        <pctVal>0.009208526475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2 12/21</title>
        <cusip>01F0206C8</cusip>
        <identifiers>
          <isin value="US01F0206C85"/>
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        <balance>181008000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181149403.45000000</valUSD>
        <pctVal>1.076296682136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW4182</title>
        <cusip>3138XTUG8</cusip>
        <identifiers>
          <isin value="US3138XTUG88"/>
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        <balance>232214.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248624.25000000</valUSD>
        <pctVal>0.001477197552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 783449</title>
        <cusip>36241LZN9</cusip>
        <identifiers>
          <isin value="US36241LZN99"/>
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        <balance>18308.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20247.82000000</valUSD>
        <pctVal>0.000120302143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1275</title>
        <cusip>31418AMZ8</cusip>
        <identifiers>
          <isin value="US31418AMZ83"/>
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        <balance>3889584.95900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4107211.52000000</valUSD>
        <pctVal>0.024402940598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725866</title>
        <cusip>31402DMP2</cusip>
        <identifiers>
          <isin value="US31402DMP23"/>
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        <balance>134739.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147972.65000000</valUSD>
        <pctVal>0.000879177459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6153</title>
        <cusip>3140X9ZT5</cusip>
        <identifiers>
          <isin value="US3140X9ZT56"/>
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        <balance>4573436.12090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4751871.48000000</valUSD>
        <pctVal>0.028233178859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3245</title>
        <cusip>36179RTA7</cusip>
        <identifiers>
          <isin value="US36179RTA76"/>
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        <balance>1422233.82470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1534776.89000000</valUSD>
        <pctVal>0.009118855723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2523</title>
        <cusip>31418BYV2</cusip>
        <identifiers>
          <isin value="US31418BYV25"/>
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        <balance>6118878.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6448583.60000000</valUSD>
        <pctVal>0.038314170518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3448</title>
        <cusip>3140X6ZN4</cusip>
        <identifiers>
          <isin value="US3140X6ZN48"/>
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        <balance>1034399.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1120734.78000000</valUSD>
        <pctVal>0.006658830237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0920</title>
        <cusip>31418AAW8</cusip>
        <identifiers>
          <isin value="US31418AAW80"/>
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        <balance>886507.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>961166.39000000</valUSD>
        <pctVal>0.005710756849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J39295</title>
        <cusip>31307WKG8</cusip>
        <identifiers>
          <isin value="US31307WKG86"/>
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        <balance>152166.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160778.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91768</title>
        <cusip>3128P76D0</cusip>
        <identifiers>
          <isin value="US3128P76D08"/>
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        <balance>1362768.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1453033.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX1644</title>
        <cusip>3138Y2ZJ5</cusip>
        <identifiers>
          <isin value="US3138Y2ZJ57"/>
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        <balance>226279.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242309.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AV7157</title>
        <cusip>3138XJ5T0</cusip>
        <identifiers>
          <isin value="US3138XJ5T06"/>
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        <balance>210055.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>232282.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2696</title>
        <cusip>3138EJ7J1</cusip>
        <identifiers>
          <isin value="US3138EJ7J14"/>
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        <balance>34136.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36027.30000000</valUSD>
        <pctVal>0.000214055706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2SF 3.5 12/21</title>
        <cusip>21H0326C9</cusip>
        <identifiers>
          <isin value="US21H0326C92"/>
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        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6159968.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0392</title>
        <cusip>31419ANJ2</cusip>
        <identifiers>
          <isin value="US31419ANJ24"/>
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        <balance>718011.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>813523.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08793</title>
        <cusip>3128MJ3B4</cusip>
        <identifiers>
          <isin value="US3128MJ3B44"/>
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        <balance>679382.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>734512.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745342</title>
        <cusip>31403DBK4</cusip>
        <identifiers>
          <isin value="US31403DBK46"/>
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        <balance>709286.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838277.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4617</title>
        <cusip>36202FDW3</cusip>
        <identifiers>
          <isin value="US36202FDW32"/>
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        <balance>5168889.61890000</balance>
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        <curCd>USD</curCd>
        <valUSD>5684114.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH2671</title>
        <cusip>3140GQ6H4</cusip>
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          <isin value="US3140GQ6H47"/>
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        <balance>1149421.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1215595.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 257043</title>
        <cusip>31371NP41</cusip>
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          <isin value="US31371NP413"/>
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        <balance>870046.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1015212.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545993</title>
        <cusip>31385JRN0</cusip>
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          <isin value="US31385JRN09"/>
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        <balance>446605.74000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08323</title>
        <cusip>3128MJLD0</cusip>
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          <isin value="US3128MJLD06"/>
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        <balance>420301.50000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2895</title>
        <cusip>31418CGD0</cusip>
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          <isin value="US31418CGD02"/>
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        <balance>9732798.92000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18514</title>
        <cusip>3128MMSC8</cusip>
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          <isin value="US3128MMSC88"/>
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        <balance>1945505.64000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01453</title>
        <cusip>31283HTJ4</cusip>
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          <isin value="US31283HTJ40"/>
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        <balance>15089.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17007.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995245</title>
        <cusip>31416BTA6</cusip>
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          <isin value="US31416BTA60"/>
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        <balance>1602882.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1818515.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08659</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FN 725423</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08036</title>
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          <isin value="US3128MJBE98"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AD1699</title>
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          <isin value="US36180C3G20"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA9221</title>
        <cusip>3140QHG74</cusip>
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          <isin value="US3140QHG749"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08587</title>
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          <isin value="US3128MJUM04"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08761</title>
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          <isin value="US3128MJZ376"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD8536</title>
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          <isin value="US31418WPW46"/>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8011</title>
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          <isin value="US3132DV3U70"/>
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          <maturityDt>2049-09-01</maturityDt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97620</title>
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          <isin value="US312946PD20"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J10549</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US21H0226C02"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14198</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G12710</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08341</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FN FM3927</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 899044</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US3128P8DR98"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3358</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-01</maturityDt>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8324</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4356</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4706</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AA5897</title>
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          <isin value="US36178DRS26"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5202</title>
        <cusip>36202FX76</cusip>
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          <isin value="US36202FX761"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2654</title>
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          <isin value="US3133KH5P77"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604422</title>
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          <isin value="US36200MPF40"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4197</title>
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          <isin value="US3140J8UX97"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC4764</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1922</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J16933</title>
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          <isin value="US3128PWV215"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 737271</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3775</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8106</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US3622AAN915"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AT1896</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 783406</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AE3049</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
        <title>FN FM8424</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 82980</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5890</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH5574</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6528</title>
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          <isin value="US3138WGHE75"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ7689</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3569</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AJ1416</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18475</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08767</title>
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          <isin value="US3128MJZ947"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140HJ2Q35"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1448</title>
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          <isin value="US36179NTD02"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8341</title>
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          <isin value="US3140XCHT85"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8000</title>
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          <isin value="US3132D53H33"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5816</title>
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          <isin value="US3138WFPA88"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0392</title>
        <cusip>36179MNH9</cusip>
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          <isin value="US36179MNH96"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723234</title>
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          <isin value="US3620A9PT24"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202F4R47"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TG338"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2967</title>
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          <isin value="US3140X6JM49"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18691</title>
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          <isin value="US3128MMXV05"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1149</title>
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          <isin value="US31416WH398"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
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        <title>FR SB8057</title>
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          <isin value="US3132D55S79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5594</title>
        <cusip>3140X9GC3</cusip>
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          <isin value="US3140X9GC33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132AC2W91"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132A8CQ03"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13082</title>
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          <isin value="US3128MBUF27"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8030</title>
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          <isin value="US3140XB4Q03"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6412</title>
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          <isin value="US36179VDR87"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3439</title>
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          <isin value="US31418CZD90"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4496</title>
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          <isin value="US31418D7J53"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q26692</title>
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          <isin value="US3132M7C555"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05889</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD1593</title>
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        <name>Ginnie Mae II Pool</name>
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        <title>G2 MA4587</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS6746</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN CA0859</title>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>FN 888268</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2753</title>
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          <isin value="US36179RBW88"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179ME486"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q00876</title>
        <cusip>3132GD6M9</cusip>
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          <isin value="US3132GD6M94"/>
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        <balance>1000184.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1097843.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6285</title>
        <cusip>3140X96X8</cusip>
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          <isin value="US3140X96X87"/>
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        <curCd>USD</curCd>
        <valUSD>1555277.13000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7743</title>
        <cusip>3140XBS92</cusip>
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          <isin value="US3140XBS925"/>
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        <balance>2065230.73900000</balance>
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        <curCd>USD</curCd>
        <valUSD>2192087.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q51461</title>
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          <isin value="US3132XTTT58"/>
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        <valUSD>4180897.46000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08497</title>
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          <isin value="US3128MJRT93"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4773</title>
        <cusip>36202FJS6</cusip>
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          <isin value="US36202FJS65"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604712</title>
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          <isin value="US36200MYH05"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8108</title>
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          <maturityDt>2036-06-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4771</title>
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          <isin value="US36202FJQ00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91908</title>
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          <isin value="US3128P8DM02"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3209</title>
        <cusip>31418CR71</cusip>
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          <isin value="US31418CR718"/>
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        <balance>477275.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>498139.33000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3736</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5100</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8189</title>
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          <isin value="US3132DWC270"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90918</title>
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          <isin value="US3128P7AT09"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2019</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 737941</title>
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          <isin value="US3620ARZE48"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA3575</title>
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          <isin value="US3133KJ6L19"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723344</title>
        <cusip>3620A9S93</cusip>
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          <isin value="US3620A9S931"/>
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        <balance>537203.70000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5453</title>
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          <isin value="US3140X9BX25"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5050</title>
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          <isin value="US3140X8TG27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7040</title>
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          <isin value="US31417DZE65"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q04651</title>
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          <isin value="US3132GKZQ20"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01374</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A96312</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6217</title>
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          <isin value="US36179U4A78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6012</title>
        <cusip>31417CVE2</cusip>
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          <isin value="US31417CVE29"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6152</title>
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          <isin value="US3140X9ZS73"/>
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        <curCd>USD</curCd>
        <valUSD>1583866.12000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7340</title>
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          <isin value="US36179WEM64"/>
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        <curCd>USD</curCd>
        <valUSD>5646321.79000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1B7911</title>
        <cusip>3128UGFB8</cusip>
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          <isin value="US3128UGFB82"/>
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        <balance>9417.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9805.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 605098</title>
        <cusip>36200NGF2</cusip>
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          <isin value="US36200NGF24"/>
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        <balance>18373.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21127.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08519</title>
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          <isin value="US3128MJSH47"/>
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        <balance>318968.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332761.19000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5281</title>
        <cusip>36202F2N5</cusip>
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          <isin value="US36202F2N50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31418DTS17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08672</title>
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          <isin value="US3128MJXA39"/>
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        <balance>1540604.91940000</balance>
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        <curCd>USD</curCd>
        <valUSD>1665358.95000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4121</title>
        <cusip>31418DSK9</cusip>
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          <isin value="US31418DSK99"/>
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        <curCd>USD</curCd>
        <valUSD>17284306.13000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5290</title>
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          <isin value="US3140X82Y25"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8772</title>
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          <isin value="US3138ETXA92"/>
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        <balance>350799.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>368648.54000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q02113</title>
        <cusip>3132GFK22</cusip>
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          <isin value="US3132GFK222"/>
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        <balance>13925.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15205.52000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-01-28</ncom:dateSigned>
      <ncom:nameOfApplicant>VANGUARD SCOTTSDALE FUNDS</ncom:nameOfApplicant>
      <ncom:signature>Christine M. Buchanan</ncom:signature>
      <ncom:signerName>Christine M. Buchanan</ncom:signerName>
      <ncom:title>Chief Financial Officer and Acting Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
